UBS Call 80 BNR 20.12.2024
/ CH1319930272
UBS Call 80 BNR 20.12.2024/ CH1319930272 /
| 05/06/2024 15:06:24 |
Chg.+0.018 |
Bid16:17:44 |
Ask16:17:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
+50.00% |
0.047
Bid Size: 25,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
80.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2QT7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
201.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
-1.55 |
| Time value: |
0.03 |
| Break-even: |
80.32 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.08 |
| Theta: |
0.00 |
| Omega: |
16.98 |
| Rho: |
0.03 |
Quote data
| Open: |
0.033 |
| High: |
0.054 |
| Low: |
0.033 |
| Previous Close: |
0.036 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.89% |
| 1 Month |
|
|
-85.41% |
| 3 Months |
|
|
-94.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.036 |
| 1M High / 1M Low: |
0.470 |
0.036 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
480.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
