UBS Call 77 BNR 21.06.2024
/ CH1285186370
UBS Call 77 BNR 21.06.2024/ CH1285186370 /
| 2024-05-03 9:54:52 PM |
Chg.+0.004 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.104EUR |
+4.00% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
77.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8MC5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
46.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-0.19 |
| Time value: |
0.16 |
| Break-even: |
78.60 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.06 |
| Spread %: |
60.00% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
19.18 |
| Rho: |
0.04 |
Quote data
| Open: |
0.108 |
| High: |
0.149 |
| Low: |
0.101 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.82% |
| 1 Month |
|
|
-65.33% |
| 3 Months |
|
|
-86.32% |
| YTD |
|
|
-88.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.100 |
| 1M High / 1M Low: |
0.310 |
0.100 |
| 6M High / 6M Low: |
1.040 |
0.100 |
| High (YTD): |
2024-03-06 |
1.040 |
| Low (YTD): |
2024-05-02 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.594 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.53% |
| Volatility 6M: |
|
159.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
