UBS Call 67 BNR 20.09.2024/  DE000UM5XS53  /

Frankfurt Zert./UBS
2024-07-29  9:26:33 AM Chg.+0.008 Bid10:07:45 AM Ask10:07:45 AM Underlying Strike price Expiration date Option type
0.180EUR +4.65% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 67.00 EUR 2024-09-20 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: 2024-09-20
Issue date: 2024-05-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.06
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -0.12
Time value: 0.20
Break-even: 68.99
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 5.29%
Delta: 0.46
Theta: -0.03
Omega: 15.22
Rho: 0.04
 

Quote data

Open: 0.182
High: 0.182
Low: 0.180
Previous Close: 0.172
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.78%
1 Month  
+34.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.172 0.148
1M High / 1M Low: 0.183 0.087
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.157
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   317.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -