UBS Call 84 BNR 20.12.2024
/ CH1319930314
UBS Call 84 BNR 20.12.2024/ CH1319930314 /
| 2024-09-03 8:39:42 AM |
Chg.-0.011 |
Bid9:06:35 AM |
Ask9:06:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
-32.35% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
84.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2G57 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
192.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.67 |
| Time value: |
0.04 |
| Break-even: |
84.35 |
| Moneyness: |
0.80 |
| Premium: |
0.25 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.00 |
| Spread %: |
-5.41% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
16.03 |
| Rho: |
0.02 |
Quote data
| Open: |
0.023 |
| High: |
0.023 |
| Low: |
0.023 |
| Previous Close: |
0.034 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
+35.29% |
| 3 Months |
|
|
-30.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.016 |
| 1M High / 1M Low: |
0.035 |
0.001 |
| 6M High / 6M Low: |
0.810 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.153 |
| Avg. volume 6M: |
|
11.811 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,762.66% |
| Volatility 6M: |
|
2,713.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
