UBS Call 72 BNR 20.09.2024/  DE000UM4W4B7  /

UBS Investment Bank
7/26/2024  9:12:12 PM Chg.+0.022 Bid- Ask- Underlying Strike price Expiration date Option type
0.043EUR +104.76% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 72.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 4/25/2024
Last trading day: 9/19/2024
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.: 0.89
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.16
Theta: -0.01
Omega: 24.24
Rho: 0.02
 

Quote data

Open: 0.032
High: 0.048
Low: 0.016
Previous Close: 0.021
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.33%
1 Month  
+19.44%
3 Months
  -91.40%
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:   0.032
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:   783.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -