UBS Call 72 BNR 20.09.2024/  DE000UM4W4B7  /

EUWAX
2024-07-26  6:27:21 PM Chg.+0.018 Bid9:12:12 PM Ask9:12:12 PM Underlying Strike price Expiration date Option type
0.043EUR +72.00% 0.043
Bid Size: 5,000
-
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: 309.90
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.18
Parity: -0.69
Time value: 0.02
Break-even: 72.21
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.97
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.10
Theta: -0.01
Omega: 30.37
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.046
Low: 0.042
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.86%
1 Month  
+16.22%
3 Months
  -91.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.025
1M High / 1M Low: 0.046 0.023
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   428.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -