UBS Call 81 BNR 20.12.2024
/ CH1319930280
UBS Call 81 BNR 20.12.2024/ CH1319930280 /
8/16/2024 8:18:27 AM |
Chg.+0.016 |
Bid3:00:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
+800.00% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
81.00 - |
12/20/2024 |
Call |
Master data
WKN: |
UM2DN1 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
81.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
354.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-1.37 |
Time value: |
0.02 |
Break-even: |
81.19 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.00 |
Spread %: |
5.56% |
Delta: |
0.06 |
Theta: |
0.00 |
Omega: |
22.01 |
Rho: |
0.01 |
Quote data
Open: |
0.018 |
High: |
0.018 |
Low: |
0.018 |
Previous Close: |
0.002 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-41.94% |
3 Months |
|
|
-63.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.052 |
0.002 |
6M High / 6M Low: |
0.980 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.219 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
4,445.77% |
Volatility 6M: |
|
3,985.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |