UBS Call 72 BSN 19.12.2025
/ DE000UP020R0
UBS Call 72 BSN 19.12.2025/ DE000UP020R0 /
| 1/10/2025 10:01:02 AM |
Chg.+0.001 |
Bid1:34:17 PM |
Ask1:34:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.171EUR |
+0.59% |
0.161
Bid Size: 25,000 |
0.171
Ask Size: 25,000 |
DANONE S.A. EO -,25 |
72.00 - |
12/19/2025 |
Call |
Master data
| WKN: |
UP020R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
9/10/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.13 |
| Parity: |
-0.64 |
| Time value: |
0.20 |
| Break-even: |
74.02 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
17.44% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
11.24 |
| Rho: |
0.19 |
Quote data
| Open: |
0.171 |
| High: |
0.171 |
| Low: |
0.171 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-25.65% |
| YTD |
|
|
+1.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.173 |
0.153 |
| 1M High / 1M Low: |
0.186 |
0.147 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.173 |
| Low (YTD): |
1/6/2025 |
0.153 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |