UBS Call 72 BNR 20.12.2024
/ DE000UM4RFU2
UBS Call 72 BNR 20.12.2024/ DE000UM4RFU2 /
05/09/2024 21:52:17 |
Chg.-0.042 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
-35.29% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
72.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
UM4RFU |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
25/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
56.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-0.53 |
Time value: |
0.12 |
Break-even: |
73.19 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.28 |
Theta: |
-0.01 |
Omega: |
15.95 |
Rho: |
0.05 |
Quote data
Open: |
0.129 |
High: |
0.135 |
Low: |
0.075 |
Previous Close: |
0.119 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.90% |
1 Month |
|
|
-42.11% |
3 Months |
|
|
-54.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.159 |
0.119 |
1M High / 1M Low: |
0.160 |
0.071 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.116 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
357.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |