UBS Call 66 BNR 20.06.2025/  DE000UM5JLM1  /

UBS Investment Bank
2024-07-26  9:50:31 PM Chg.+0.060 Bid- Ask- Underlying Strike price Expiration date Option type
0.620EUR +10.71% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 66.00 EUR 2025-06-20 Call
 

Master data

WKN: UM5JLM
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 2025-06-20
Issue date: 2024-05-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.28
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.02
Time value: 0.64
Break-even: 72.40
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 3.23%
Delta: 0.60
Theta: -0.01
Omega: 6.13
Rho: 0.29
 

Quote data

Open: 0.550
High: 0.630
Low: 0.550
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.81%
1 Month  
+10.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.560
1M High / 1M Low: 0.620 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -