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: |
|
- |