UBS Call 64 BNR 20.06.2025
/ DE000UM5LRS1
UBS Call 64 BNR 20.06.2025/ DE000UM5LRS1 /
| 07/10/2024 21:21:46 |
Chg.-0.060 |
Bid21:21:46 |
Ask21:21:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-8.45% |
0.650
Bid Size: 5,000 |
0.670
Ask Size: 5,000 |
BRENNTAG SE NA O.N. |
64.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UM5LRS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
28/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
0.24 |
| Time value: |
0.49 |
| Break-even: |
71.30 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
5.98 |
| Rho: |
0.25 |
Quote data
| Open: |
0.710 |
| High: |
0.720 |
| Low: |
0.640 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.16% |
| 1 Month |
|
|
+14.04% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.690 |
| 1M High / 1M Low: |
0.770 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
