UBS Call 27 BAYN 17.06.2024
/ CH1326145625
UBS Call 27 BAYN 17.06.2024/ CH1326145625 /
| 31/05/2024 18:28:44 |
Chg.+0.002 |
Bid19:22:25 |
Ask19:22:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.137EUR |
+1.48% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
27.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UM2GTY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.30 |
| Parity: |
0.12 |
| Time value: |
0.03 |
| Break-even: |
28.49 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
7.19% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
14.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.131 |
| High: |
0.146 |
| Low: |
0.114 |
| Previous Close: |
0.135 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.48% |
| 1 Month |
|
|
-3.52% |
| 3 Months |
|
|
-52.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.153 |
0.061 |
| 1M High / 1M Low: |
0.320 |
0.061 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.119 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
535.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
