UBS Call 63 BNR 20.09.2024
/ DE000UM6MLM3
UBS Call 63 BNR 20.09.2024/ DE000UM6MLM3 /
| 2024-08-30 6:09:32 PM |
Chg.-0.020 |
Bid6:31:38 PM |
Ask6:31:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-4.26% |
0.440
Bid Size: 5,000 |
0.460
Ask Size: 5,000 |
BRENNTAG SE NA O.N. |
63.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM6MLM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.42 |
| Time value: |
0.04 |
| Break-even: |
67.60 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
12.64 |
| Rho: |
0.03 |
Quote data
| Open: |
0.450 |
| High: |
0.510 |
| Low: |
0.450 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
-4.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.270 |
| 1M High / 1M Low: |
0.480 |
0.181 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
