UBS Call 69 BNR 20.12.2024/  DE000UM5JLW0  /

UBS Investment Bank
2024-10-31  5:12:14 PM Chg.+0.007 Bid- Ask- Underlying Strike price Expiration date Option type
0.011EUR +175.00% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 69.00 EUR 2024-12-20 Call
 

Master data

WKN: UM5JLW
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 69.00 EUR
Maturity: 2024-12-20
Issue date: 2024-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 59.76
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.21
Parity: -0.92
Time value: 0.10
Break-even: 70.00
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 2.17
Spread abs.: 0.10
Spread %: 2,400.00%
Delta: 0.21
Theta: -0.03
Omega: 12.30
Rho: 0.02
 

Quote data

Open: 0.001
High: 0.013
Low: 0.001
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.27%
1 Month
  -94.69%
3 Months
  -95.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.004
1M High / 1M Low: 0.234 0.004
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   410.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -