UBS Call 74 BNR 20.09.2024
/ DE000UM3YQL6
UBS Call 74 BNR 20.09.2024/ DE000UM3YQL6 /
2024-06-06 2:45:14 PM |
Chg.-0.003 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.027EUR |
-10.00% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
74.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UM3YQL |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
74.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-05 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
324.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.19 |
Parity: |
-0.91 |
Time value: |
0.02 |
Break-even: |
74.20 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
0.59 |
Spread abs.: |
-0.01 |
Spread %: |
-33.33% |
Delta: |
0.08 |
Theta: |
0.00 |
Omega: |
26.83 |
Rho: |
0.01 |
Quote data
Open: |
0.028 |
High: |
0.036 |
Low: |
0.023 |
Previous Close: |
0.030 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-54.24% |
1 Month |
|
|
-94.49% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.064 |
0.017 |
1M High / 1M Low: |
0.640 |
0.017 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.219 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
465.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |