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: |
|
- |
