UBS Call 69 BNR 20.09.2024
/ DE000UM5L0Y9
UBS Call 69 BNR 20.09.2024/ DE000UM5L0Y9 /
| 17/07/2024 18:40:55 |
Chg.+0.007 |
Bid17/07/2024 |
Ask17/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
+10.61% |
0.073
Bid Size: 5,000 |
0.100
Ask Size: 5,000 |
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: |
63.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.53 |
| Time value: |
0.10 |
| Break-even: |
70.00 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.04 |
| Spread %: |
53.85% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
16.48 |
| Rho: |
0.03 |
Quote data
| Open: |
0.063 |
| High: |
0.078 |
| Low: |
0.058 |
| Previous Close: |
0.066 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.35% |
| 1 Month |
|
|
-44.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.050 |
| 1M High / 1M Low: |
0.138 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
