UBS Call 80 BNR 21.06.2024
/ CH1285186404
UBS Call 80 BNR 21.06.2024/ CH1285186404 /
| 2024-05-03 6:09:20 PM |
Chg.-0.031 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
-59.62% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
80.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8G05 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
75.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.49 |
| Time value: |
0.10 |
| Break-even: |
81.00 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.08 |
| Spread %: |
316.67% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
19.81 |
| Rho: |
0.03 |
Quote data
| Open: |
0.046 |
| High: |
0.046 |
| Low: |
0.021 |
| Previous Close: |
0.052 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.69% |
| 1 Month |
|
|
-88.27% |
| 3 Months |
|
|
-96.18% |
| YTD |
|
|
-97.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.039 |
| 1M High / 1M Low: |
0.180 |
0.039 |
| 6M High / 6M Low: |
0.820 |
0.039 |
| High (YTD): |
2024-03-01 |
0.820 |
| Low (YTD): |
2024-04-30 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
201.613 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.80% |
| Volatility 6M: |
|
183.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
