UBS Call 91 BNR 21.03.2025
/ CH1329485762
UBS Call 91 BNR 21.03.2025/ CH1329485762 /
8/16/2024 8:14:00 AM |
Chg.+0.008 |
Bid1:05:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
+160.00% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
91.00 - |
3/21/2025 |
Call |
Master data
WKN: |
UM29MP |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
91.00 - |
Maturity: |
3/21/2025 |
Issue date: |
3/4/2024 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
499.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
-2.60 |
Time value: |
0.01 |
Break-even: |
91.13 |
Moneyness: |
0.71 |
Premium: |
0.40 |
Premium p.a.: |
0.90 |
Spread abs.: |
0.00 |
Spread %: |
18.18% |
Delta: |
0.03 |
Theta: |
0.00 |
Omega: |
16.33 |
Rho: |
0.01 |
Quote data
Open: |
0.013 |
High: |
0.013 |
Low: |
0.013 |
Previous Close: |
0.005 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+30.00% |
3 Months |
|
|
-56.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.026 |
0.005 |
6M High / 6M Low: |
0.360 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.014 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.119 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,599.56% |
Volatility 6M: |
|
2,090.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |