UBS Call 69 BNR 21.06.2024
/ CH1297160025
UBS Call 69 BNR 21.06.2024/ CH1297160025 /
| 5/17/2024 6:20:24 PM |
Chg.-0.045 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.115EUR |
-28.13% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
69.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UL7Y5V |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
69.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
60.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.19 |
| Parity: |
0.07 |
| Time value: |
0.05 |
| Break-even: |
70.15 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
-1.71% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
44.39 |
| Rho: |
0.05 |
Quote data
| Open: |
0.154 |
| High: |
0.154 |
| Low: |
0.115 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-87.22% |
| 1 Month |
|
|
-83.80% |
| 3 Months |
|
|
-91.09% |
| YTD |
|
|
-92.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.115 |
| 1M High / 1M Low: |
0.900 |
0.115 |
| 6M High / 6M Low: |
1.790 |
0.115 |
| High (YTD): |
3/1/2024 |
1.790 |
| Low (YTD): |
5/17/2024 |
0.115 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.182 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.93% |
| Volatility 6M: |
|
152.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
