UBS Call 67 BNR 20.09.2024
/ DE000UM5XS53
UBS Call 67 BNR 20.09.2024/ DE000UM5XS53 /
| 29/07/2024 17:28:35 |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.189EUR |
0.00% |
-
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: |
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: |
0.178 |
| High: |
0.192 |
| Low: |
0.166 |
| Previous Close: |
0.189 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.83% |
| 1 Month |
|
|
+81.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.189 |
0.142 |
| 1M High / 1M Low: |
0.189 |
0.089 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| 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: |
|
301.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
