UBS Call 85 BNR 20.12.2024
/ CH1319930322
UBS Call 85 BNR 20.12.2024/ CH1319930322 /
8/16/2024 2:40:56 PM |
Chg.+0.007 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
+700.00% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
85.00 - |
12/20/2024 |
Call |
Master data
WKN: |
UM2BGJ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
748.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-1.77 |
Time value: |
0.01 |
Break-even: |
85.09 |
Moneyness: |
0.79 |
Premium: |
0.26 |
Premium p.a.: |
1.20 |
Spread abs.: |
0.00 |
Spread %: |
12.50% |
Delta: |
0.03 |
Theta: |
0.00 |
Omega: |
23.17 |
Rho: |
0.01 |
Quote data
Open: |
0.003 |
High: |
0.018 |
Low: |
0.003 |
Previous Close: |
0.001 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
-71.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.031 |
0.001 |
6M High / 6M Low: |
0.760 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.146 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
3,827.15% |
Volatility 6M: |
|
2,305.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |