UBS Call 70 BNR 21.06.2024
/ CH1297160033
UBS Call 70 BNR 21.06.2024/ CH1297160033 /
| 2024-05-23 12:34:04 PM |
Chg.+0.002 |
Bid2:44:31 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
+10.00% |
0.023
Bid Size: 25,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
70.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8KHV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
339.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.19 |
| Parity: |
-0.22 |
| Time value: |
0.02 |
| Break-even: |
70.20 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.00 |
| Spread %: |
-4.76% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
60.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.022 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-78.64% |
| 1 Month |
|
|
-96.45% |
| 3 Months |
|
|
-98.56% |
| YTD |
|
|
-98.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.103 |
0.020 |
| 1M High / 1M Low: |
0.800 |
0.020 |
| 6M High / 6M Low: |
1.710 |
0.020 |
| High (YTD): |
2024-03-01 |
1.710 |
| Low (YTD): |
2024-05-22 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.057 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
380.33% |
| Volatility 6M: |
|
184.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
