UBS Call 76 BNR 20.12.2024
/ CH1326152167
UBS Call 76 BNR 20.12.2024/ CH1326152167 /
| 2024-07-30 1:21:48 PM |
Chg.-0.007 |
Bid8:28:22 PM |
Ask8:28:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
-7.95% |
0.079
Bid Size: 5,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
76.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM2GU8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
73.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.03 |
| Time value: |
0.09 |
| Break-even: |
76.90 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
23.29% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
13.93 |
| Rho: |
0.05 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.081 |
| Previous Close: |
0.088 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.00% |
| 1 Month |
|
|
+350.00% |
| 3 Months |
|
|
-83.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.088 |
0.037 |
| 1M High / 1M Low: |
0.088 |
0.031 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
567.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
