UBS Call 58 BSN 20.06.2025
/ CH1326158727
UBS Call 58 BSN 20.06.2025/ CH1326158727 /
| 2024-05-21 12:49:58 PM |
Chg.+0.020 |
Bid12:49:58 PM |
Ask12:49:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+3.23% |
0.640
Bid Size: 50,000 |
0.650
Ask Size: 50,000 |
DANONE S.A. EO -,25 |
58.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
UM2S67 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
0.19 |
| Time value: |
0.46 |
| Break-even: |
64.50 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
4.84% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
6.42 |
| Rho: |
0.38 |
Quote data
| Open: |
0.620 |
| High: |
0.650 |
| Low: |
0.620 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
+28.00% |
| 3 Months |
|
|
-14.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.620 |
| 1M High / 1M Low: |
0.650 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.566 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
