UBS Call 66 BNR 20.09.2024
/ DE000UM6DS49
UBS Call 66 BNR 20.09.2024/ DE000UM6DS49 /
| 28/06/2024 14:16:10 |
Chg.-0.012 |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-6.59% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
66.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM6DS4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
28/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.30 |
| Time value: |
0.19 |
| Break-even: |
67.94 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.06 |
| Spread %: |
44.78% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
12.78 |
| Rho: |
0.05 |
Quote data
| Open: |
0.178 |
| High: |
0.178 |
| Low: |
0.168 |
| Previous Close: |
0.182 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-34.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.170 |
| 1M High / 1M Low: |
0.350 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
