UBS Call 68 BNR 20.09.2024
/ DE000UM6DRS6
UBS Call 68 BNR 20.09.2024/ DE000UM6DRS6 /
| 2024-07-05 9:51:04 PM |
Chg.+0.005 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.112EUR |
+4.67% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
68.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM6DRS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
48.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.40 |
| Time value: |
0.13 |
| Break-even: |
69.32 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
17.86% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
15.64 |
| Rho: |
0.04 |
Quote data
| Open: |
0.102 |
| High: |
0.132 |
| Low: |
0.101 |
| Previous Close: |
0.107 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.77% |
| 1 Month |
|
|
-34.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.112 |
0.084 |
| 1M High / 1M Low: |
0.239 |
0.079 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
