UBS Call 70 BNR 20.12.2024
/ DE000UM5MVA9
UBS Call 70 BNR 20.12.2024/ DE000UM5MVA9 /
| 2024-09-03 12:39:33 PM |
Chg.+0.054 |
Bid12:39:33 PM |
Ask12:39:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+23.89% |
0.280
Bid Size: 25,000 |
0.290
Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
70.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM5MVA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.27 |
| Time value: |
0.25 |
| Break-even: |
72.46 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
8.85% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
11.86 |
| Rho: |
0.08 |
Quote data
| Open: |
0.217 |
| High: |
0.300 |
| Low: |
0.217 |
| Previous Close: |
0.226 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.33% |
| 1 Month |
|
|
+17.15% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.236 |
0.194 |
| 1M High / 1M Low: |
0.236 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.223 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
