UBS Call 82 BNR 20.12.2024
/ CH1319930298
UBS Call 82 BNR 20.12.2024/ CH1319930298 /
2024-08-16 8:18:02 AM |
Chg.+0.014 |
Bid2:41:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
+1400.00% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
82.00 - |
2024-12-20 |
Call |
Master data
WKN: |
UM2G4V |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
82.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-08-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
420.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-1.47 |
Time value: |
0.02 |
Break-even: |
82.16 |
Moneyness: |
0.82 |
Premium: |
0.22 |
Premium p.a.: |
0.96 |
Spread abs.: |
0.00 |
Spread %: |
6.67% |
Delta: |
0.05 |
Theta: |
0.00 |
Omega: |
22.21 |
Rho: |
0.01 |
Quote data
Open: |
0.015 |
High: |
0.015 |
Low: |
0.015 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-63.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.046 |
0.001 |
6M High / 6M Low: |
0.920 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.016 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.202 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
7,576.89% |
Volatility 6M: |
|
3,634.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |