UBS Call 68 BNR 20.06.2025
/ DE000UM5FMC8
UBS Call 68 BNR 20.06.2025/ DE000UM5FMC8 /
02/09/2024 19:35:30 |
Chg.+0.030 |
Bid02/09/2024 |
Ask02/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
+5.36% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
68.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
UM5FMC |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
68.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
28/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-0.08 |
Time value: |
0.59 |
Break-even: |
73.90 |
Moneyness: |
0.99 |
Premium: |
0.10 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
3.51% |
Delta: |
0.57 |
Theta: |
-0.01 |
Omega: |
6.54 |
Rho: |
0.26 |
Quote data
Open: |
0.570 |
High: |
0.590 |
Low: |
0.550 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+9.26% |
1 Month |
|
|
+9.26% |
3 Months |
|
|
-41.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.540 |
1M High / 1M Low: |
0.600 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.578 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.480 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |