UBS Call 500 BRK.B 20.12.2024/  DE000UM77WV6  /

UBS Investment Bank
04/10/2024  17:08:26 Chg.+0.032 Bid17:08:26 Ask17:08:26 Underlying Strike price Expiration date Option type
0.260EUR +14.04% 0.260
Bid Size: 7,500
0.540
Ask Size: 7,500
Berkshire Hathaway I... 500.00 USD 20/12/2024 Call
 

Master data

WKN: UM77WV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Berkshire Hathaway Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 20/12/2024
Issue date: 24/07/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 74.63
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.12
Parity: -4.26
Time value: 0.55
Break-even: 458.59
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.69
Spread abs.: 0.32
Spread %: 141.23%
Delta: 0.22
Theta: -0.10
Omega: 16.49
Rho: 0.18
 

Quote data

Open: 0.135
High: 0.280
Low: 0.134
Previous Close: 0.228
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -78.51%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.228
1M High / 1M Low: 1.210 0.184
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.355
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   306.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -