UBS Call 63 BNR 20.06.2025/  DE000UM5N771  /

UBS Investment Bank
26/07/2024  21:50:31 Chg.+0.070 Bid- Ask- Underlying Strike price Expiration date Option type
0.790EUR +9.72% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 63.00 EUR 20/06/2025 Call
 

Master data

WKN: UM5N77
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 63.00 EUR
Maturity: 20/06/2025
Issue date: 28/05/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.12
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.28
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.28
Time value: 0.53
Break-even: 71.10
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 2.53%
Delta: 0.68
Theta: -0.01
Omega: 5.50
Rho: 0.33
 

Quote data

Open: 0.720
High: 0.800
Low: 0.710
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.49%
1 Month  
+11.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.720
1M High / 1M Low: 0.790 0.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.704
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -