UBS Call 67 BNR 20.09.2024
/ DE000UM5XS53
UBS Call 67 BNR 20.09.2024/ DE000UM5XS53 /
| 9/4/2024 12:02:33 PM |
Chg.-0.056 |
Bid12:02:33 PM |
Ask12:02:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.103EUR |
-35.22% |
0.103
Bid Size: 25,000 |
0.113
Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
67.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
5/28/2024 |
| Last trading day: |
9/19/2024 |
| 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: |
0.098 |
| Previous Close: |
0.159 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.47% |
| 1 Month |
|
|
-46.35% |
| 3 Months |
|
|
-40.46% |
| 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: |
|
- |
