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UBS Call 60 BSN 20.06.2025/  CH1322933875  /

EUWAX
2024-04-30  9:08:10 AM Chg.+0.020 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
0.380EUR +5.56% -
Bid Size: -		 -
Ask Size: -		 DANONE S.A. EO -,25 60.00 EUR 2025-06-20 Call
 

Master data

WKN: UM2G4N
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2025-06-20
Issue date: 2024-02-08
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.04
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.13
Parity: -0.13
Time value: 0.39
Break-even: 63.90
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 5.41%
Delta: 0.59
Theta: -0.01
Omega: 8.84
Rho: 0.35
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.56%
1 Month
  -13.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.450 0.360
1M High / 1M Low: 0.460 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.382
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -