UBS Call 69 BNR 20.09.2024
/ DE000UM5L0Y9
UBS Call 69 BNR 20.09.2024/ DE000UM5L0Y9 /
14/08/2024 12:14:08 |
Chg.-0.004 |
Bid17:27:18 |
Ask17:27:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
-11.43% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
69.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
UM5L0Y |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
69.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
16/05/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
64.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
-0.49 |
Time value: |
0.10 |
Break-even: |
70.00 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
1.38 |
Spread abs.: |
0.06 |
Spread %: |
177.78% |
Delta: |
0.26 |
Theta: |
-0.03 |
Omega: |
16.91 |
Rho: |
0.02 |
Quote data
Open: |
0.031 |
High: |
0.031 |
Low: |
0.031 |
Previous Close: |
0.035 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-60.76% |
1 Month |
|
|
-53.03% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.079 |
0.035 |
1M High / 1M Low: |
0.116 |
0.035 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.059 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.078 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
496.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |