UBS Call 68 BSN 20.12.2024
/ CH1319913567
UBS Call 68 BSN 20.12.2024/ CH1319913567 /
| 7/9/2024 9:24:37 PM |
Chg.-0.003 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
-14.29% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
68.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
113.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
-0.99 |
| Time value: |
0.05 |
| Break-even: |
68.51 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.03 |
| Spread %: |
142.86% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
16.39 |
| Rho: |
0.04 |
Quote data
| Open: |
0.021 |
| High: |
0.032 |
| Low: |
0.017 |
| Previous Close: |
0.021 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.74% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-52.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.021 |
| 1M High / 1M Low: |
0.074 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
8,176.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
