UBS Call 67 BNR 20.09.2024
/ DE000UM5XS53
UBS Call 67 BNR 20.09.2024/ DE000UM5XS53 /
04/09/2024 13:02:15 |
Chg.-0.067 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.092EUR |
-42.14% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
67.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
UM5XS5 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
67.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
28/05/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
39.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
0.00 |
Time value: |
0.17 |
Break-even: |
68.69 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.01 |
Spread %: |
6.29% |
Delta: |
0.52 |
Theta: |
-0.05 |
Omega: |
20.79 |
Rho: |
0.01 |
Quote data
Open: |
0.112 |
High: |
0.145 |
Low: |
0.090 |
Previous Close: |
0.159 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.11% |
1 Month |
|
|
-52.08% |
3 Months |
|
|
-46.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.125 |
1M High / 1M Low: |
0.160 |
0.041 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.144 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
458.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |