UBS Call 72 BNR 20.09.2024/  DE000UM4W4B7  /

UBS Investment Bank
2024-07-29  5:21:31 PM Chg.-0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.042EUR -2.33% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 72.00 EUR 2024-09-20 Call
 

Master data

WKN: UM4W4B
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 72.00 EUR
Maturity: 2024-09-20
Issue date: 2024-04-25
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 152.98
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.62
Time value: 0.04
Break-even: 72.43
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.94
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.16
Theta: -0.01
Omega: 24.20
Rho: 0.01
 

Quote data

Open: 0.041
High: 0.051
Low: 0.034
Previous Close: 0.043
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+16.67%
3 Months
  -91.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.021
1M High / 1M Low: 0.046 0.016
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   779.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -