UBS Call 82 BNR 20.12.2024/  CH1319930298  /

Frankfurt Zert./UBS
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:   -