UBS Call 61 BNR 20.12.2024
/ DE000UM7SVJ3
UBS Call 61 BNR 20.12.2024/ DE000UM7SVJ3 /
| 11/12/2024 11:57:39 AM |
Chg.-0.183 |
Bid12:22:53 PM |
Ask12:22:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-87.98% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
61.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UM7SVJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
6/18/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.05 |
| Time value: |
0.18 |
| Break-even: |
63.32 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
9.43% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
15.23 |
| Rho: |
0.03 |
Quote data
| Open: |
0.023 |
| High: |
0.030 |
| Low: |
0.023 |
| Previous Close: |
0.208 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-86.77% |
| 1 Month |
|
|
-95.61% |
| 3 Months |
|
|
-95.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.160 |
| 1M High / 1M Low: |
0.540 |
0.158 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.193 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
