UBS Call 67 BNR 19.09.2025
/ DE000UM8E4G4
UBS Call 67 BNR 19.09.2025/ DE000UM8E4G4 /
| 11/11/2024 19:40:09 |
Chg.+0.020 |
Bid11/11/2024 |
Ask11/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+7.14% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
67.00 EUR |
19/09/2025 |
Call |
Master data
| WKN: |
UM8E4G |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.00 EUR |
| Maturity: |
19/09/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
-0.60 |
| Time value: |
0.31 |
| Break-even: |
70.10 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
7.94 |
| Rho: |
0.18 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.300 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
-43.40% |
| 3 Months |
|
|
-46.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.250 |
| 1M High / 1M Low: |
0.530 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
