UBS Call 74 BNR 21.06.2024
/ CH1285186347
UBS Call 74 BNR 21.06.2024/ CH1285186347 /
| 2024-05-17 8:25:10 PM |
Chg.+0.013 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
+118.18% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
74.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8BBH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
290.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
-0.43 |
| Time value: |
0.02 |
| Break-even: |
74.24 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
39.73 |
| Rho: |
0.01 |
Quote data
| Open: |
0.005 |
| High: |
0.028 |
| Low: |
0.005 |
| Previous Close: |
0.011 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-94.42% |
| 1 Month |
|
|
-92.00% |
| 3 Months |
|
|
-97.36% |
| YTD |
|
|
-97.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.011 |
| 1M High / 1M Low: |
0.460 |
0.011 |
| 6M High / 6M Low: |
1.360 |
0.011 |
| High (YTD): |
2024-03-01 |
1.360 |
| Low (YTD): |
2024-05-16 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.775 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
631.51% |
| Volatility 6M: |
|
268.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
