UBS Call 68 BSN 20.12.2024
/ CH1319913567
UBS Call 68 BSN 20.12.2024/ CH1319913567 /
| 15/11/2024 19:25:32 |
Chg.-0.004 |
Bid19:59:34 |
Ask19:59:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
-15.38% |
0.016
Bid Size: 10,000 |
0.046
Ask Size: 10,000 |
DANONE S.A. EO -,25 |
68.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2KJS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
136.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.12 |
| Parity: |
-0.27 |
| Time value: |
0.05 |
| Break-even: |
68.48 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.03 |
| Spread %: |
166.67% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
33.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.031 |
| High: |
0.040 |
| Low: |
0.022 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.17% |
| 1 Month |
|
|
-62.71% |
| 3 Months |
|
|
-51.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.048 |
0.019 |
| 1M High / 1M Low: |
0.153 |
0.019 |
| 6M High / 6M Low: |
0.164 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.061 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
577.47% |
| Volatility 6M: |
|
4,008.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
