UBS Call 83 BNR 20.12.2024/  CH1319930306  /

EUWAX
2024-08-16  2:21:10 PM Chg.- Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
0.014EUR - -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 83.00 - 2024-12-20 Call
 

Master data

WKN: UM2DMP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 83.00 -
Maturity: 2024-12-20
Issue date: 2024-02-01
Last trading day: 2024-08-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 476.43
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -1.63
Time value: 0.01
Break-even: 83.14
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 1.14
Spread abs.: 0.00
Spread %: 16.67%
Delta: 0.04
Theta: 0.00
Omega: 21.41
Rho: 0.01
 

Quote data

Open: 0.012
High: 0.014
Low: 0.012
Previous Close: 0.003
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+75.00%
3 Months  
+16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.039 0.003
6M High / 6M Low: 0.860 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,940.59%
Volatility 6M:   3,240.89%
Volatility 1Y:   -
Volatility 3Y:   -