UBS Call 63 BNR 20.06.2025
/ DE000UM5N771
UBS Call 63 BNR 20.06.2025/ DE000UM5N771 /
| 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: |
|
- |
