UBS Call 71 BNR 20.09.2024/  DE000UM5JM81  /

UBS Investment Bank
2024-08-16  10:40:51 AM Chg.-0.006 Bid- Ask- Underlying Strike price Expiration date Option type
0.011EUR -35.29% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 71.00 - 2024-09-20 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: 2024-09-20
Issue date: 2024-05-16
Last trading day: 2024-08-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 67.22
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.19
Parity: -0.38
Time value: 0.10
Break-even: 72.00
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 2.50
Spread abs.: 0.09
Spread %: 809.09%
Delta: 0.29
Theta: -0.05
Omega: 19.27
Rho: 0.01
 

Quote data

Open: 0.002
High: 0.014
Low: 0.002
Previous Close: 0.017
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -70.27%
3 Months
  -91.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.073 0.011
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   726.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -