UBS Call 66 BSN 21.03.2025
/ CH1322933859
UBS Call 66 BSN 21.03.2025/ CH1322933859 /
| 1/9/2025 9:54:31 PM |
Chg.+0.041 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.185EUR |
+28.47% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
66.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2R4G |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.12 |
| Parity: |
-0.12 |
| Time value: |
0.17 |
| Break-even: |
67.74 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
20.83% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
16.81 |
| Rho: |
0.05 |
Quote data
| Open: |
0.138 |
| High: |
0.203 |
| Low: |
0.133 |
| Previous Close: |
0.144 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.92% |
| 1 Month |
|
|
+15.63% |
| 3 Months |
|
|
-33.93% |
| YTD |
|
|
+8.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.184 |
0.124 |
| 1M High / 1M Low: |
0.200 |
0.096 |
| 6M High / 6M Low: |
0.410 |
0.081 |
| High (YTD): |
1/7/2025 |
0.184 |
| Low (YTD): |
1/6/2025 |
0.124 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.59% |
| Volatility 6M: |
|
268.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |