UBS Call 69 BNR 19.12.2025/  DE000UM5J7L5  /

EUWAX
2024-07-05  6:21:29 PM Chg.-0.020 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
0.540EUR -3.57% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 69.00 EUR 2025-12-19 Call
 

Master data

WKN: UM5J7L
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 69.00 EUR
Maturity: 2025-12-19
Issue date: 2024-05-28
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.23
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.19
Parity: -0.50
Time value: 0.57
Break-even: 74.70
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.51
Theta: -0.01
Omega: 5.77
Rho: 0.40
 

Quote data

Open: 0.550
High: 0.580
Low: 0.540
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -18.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.510
1M High / 1M Low: 0.710 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.601
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -