UBS Call 78 BNR 20.12.2024/  CH1322931671  /

UBS Investment Bank
7/26/2024  1:04:16 PM Chg.+0.017 Bid- Ask- Underlying Strike price Expiration date Option type
0.072EUR +30.91% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 78.00 EUR 12/20/2024 Call
 

Master data

WKN: UM2FXC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 78.00 EUR
Maturity: 12/20/2024
Issue date: 2/8/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 91.36
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -1.22
Time value: 0.07
Break-even: 78.72
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.57
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.16
Theta: -0.01
Omega: 14.19
Rho: 0.04
 

Quote data

Open: 0.050
High: 0.087
Low: 0.050
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.46%
1 Month  
+260.00%
3 Months
  -81.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.043
1M High / 1M Low: 0.073 0.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   597.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -