UBS Call 71 BNR 20.09.2024
/ DE000UM5JM81
UBS Call 71 BNR 20.09.2024/ DE000UM5JM81 /
16/08/2024 08:23:01 |
Chg.-0.009 |
Bid10:40:51 |
Ask10:40:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-56.25% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
71.00 - |
20/09/2024 |
Call |
Master data
WKN: |
UM5JM8 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
71.00 - |
Maturity: |
20/09/2024 |
Issue date: |
16/05/2024 |
Last trading day: |
20/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
65.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.57 |
Historic volatility: |
0.19 |
Parity: |
-0.57 |
Time value: |
0.10 |
Break-even: |
72.00 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
11.97 |
Spread abs.: |
0.09 |
Spread %: |
809.09% |
Delta: |
0.25 |
Theta: |
-0.08 |
Omega: |
16.00 |
Rho: |
0.01 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.016 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-72.00% |
3 Months |
|
|
-93.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.039 |
0.007 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
627.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |