UBS Call 82 BNR 20.12.2024
/ CH1319930298
UBS Call 82 BNR 20.12.2024/ CH1319930298 /
| 2024-06-05 8:38:53 AM |
Chg.-0.004 |
Bid10:35:02 AM |
Ask10:35:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
-21.05% |
0.026
Bid Size: 25,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
82.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2G4V |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
460.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
-1.75 |
| Time value: |
0.01 |
| Break-even: |
82.14 |
| Moneyness: |
0.79 |
| Premium: |
0.27 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.04 |
| Theta: |
0.00 |
| Omega: |
20.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.015 |
| Previous Close: |
0.019 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-95.00% |
| 3 Months |
|
|
-98.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.019 |
| 1M High / 1M Low: |
0.390 |
0.019 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
643.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
