UBS Call 78 BNR 20.12.2024
/ CH1322931671
UBS Call 78 BNR 20.12.2024/ CH1322931671 /
8/16/2024 6:46:43 PM |
Chg.+0.008 |
Bid6:46:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
+40.00% |
0.028 Bid Size: 5,000 |
- 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: |
302.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-1.45 |
Time value: |
0.02 |
Break-even: |
78.21 |
Moneyness: |
0.81 |
Premium: |
0.23 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.00 |
Spread %: |
5.00% |
Delta: |
0.06 |
Theta: |
0.00 |
Omega: |
19.55 |
Rho: |
0.01 |
Quote data
Open: |
0.025 |
High: |
0.036 |
Low: |
0.025 |
Previous Close: |
0.020 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.65% |
1 Month |
|
|
-61.64% |
3 Months |
|
|
-82.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.034 |
0.017 |
1M High / 1M Low: |
0.086 |
0.017 |
6M High / 6M Low: |
1.220 |
0.017 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.051 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.350 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
501.52% |
Volatility 6M: |
|
378.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |