UBS Call 72 BNR 20.06.2025/  DE000UM5C4B0  /

EUWAX
7/30/2024  3:19:05 PM Chg.+0.010 Bid4:01:00 PM Ask4:01:00 PM Underlying Strike price Expiration date Option type
0.380EUR +2.70% 0.390
Bid Size: 25,000
-
Ask Size: -
BRENNTAG SE NA O.N. 72.00 EUR 6/20/2025 Call
 

Master data

WKN: UM5C4B
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 72.00 EUR
Maturity: 6/20/2025
Issue date: 4/25/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.76
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.63
Time value: 0.37
Break-even: 75.70
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.17
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.42
Theta: -0.01
Omega: 7.55
Rho: 0.22
 

Quote data

Open: 0.370
High: 0.380
Low: 0.370
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month  
+35.71%
3 Months
  -57.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.320
1M High / 1M Low: 0.370 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.317
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -