UBS Call 64 BNR 19.12.2025/  DE000UM5GPF2  /

EUWAX
2024-07-30  4:20:12 PM Chg.+0.030 Bid5:36:02 PM Ask5:36:02 PM Underlying Strike price Expiration date Option type
0.880EUR +3.53% 0.880
Bid Size: 5,000
0.900
Ask Size: 5,000
BRENNTAG SE NA O.N. 64.00 EUR 2025-12-19 Call
 

Master data

WKN: UM5GPF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 64.00 EUR
Maturity: 2025-12-19
Issue date: 2024-05-28
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.38
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.17
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 0.17
Time value: 0.72
Break-even: 72.90
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.14%
Delta: 0.67
Theta: -0.01
Omega: 4.94
Rho: 0.49
 

Quote data

Open: 0.860
High: 0.880
Low: 0.860
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.32%
1 Month  
+15.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.790
1M High / 1M Low: 0.860 0.700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.777
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -