UBS Call 71 BNR 20.12.2024
/ DE000UM5N7A2
UBS Call 71 BNR 20.12.2024/ DE000UM5N7A2 /
| 9/3/2024 1:58:39 PM |
Chg.+0.054 |
Bid1:58:39 PM |
Ask1:58:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.245EUR |
+28.27% |
0.245
Bid Size: 25,000 |
0.250
Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
71.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM5N7A |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
71.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.37 |
| Time value: |
0.21 |
| Break-even: |
73.11 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
10.47% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
12.40 |
| Rho: |
0.07 |
Quote data
| Open: |
0.183 |
| High: |
0.260 |
| Low: |
0.183 |
| Previous Close: |
0.191 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.23% |
| 1 Month |
|
|
+18.93% |
| 3 Months |
|
|
+7.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.201 |
0.162 |
| 1M High / 1M Low: |
0.201 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
