UBS Call 68 BNR 20.12.2024
/ DE000UM6KFH9
UBS Call 68 BNR 20.12.2024/ DE000UM6KFH9 /
| 03/09/2024 09:57:17 |
Chg.+0.090 |
Bid09:57:17 |
Ask09:57:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+29.03% |
0.400
Bid Size: 25,000 |
0.410
Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
68.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM6KFH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
28/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.07 |
| Time value: |
0.33 |
| Break-even: |
71.30 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
10.76 |
| Rho: |
0.10 |
Quote data
| Open: |
0.300 |
| High: |
0.410 |
| Low: |
0.300 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.15% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+21.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.270 |
| 1M High / 1M Low: |
0.320 |
0.171 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
