UBS Call 29 BAYN 17.06.2024
/ CH1319900911
UBS Call 29 BAYN 17.06.2024/ CH1319900911 /
| 6/3/2024 5:10:27 PM |
Chg.+0.010 |
Bid5:10:27 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
+43.48% |
0.033
Bid Size: 150,000 |
-
Ask Size: - |
BAYER AG NA O.N. |
29.00 EUR |
6/17/2024 |
Call |
Master data
| WKN: |
UM17LV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29.00 EUR |
| Maturity: |
6/17/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.30 |
| Parity: |
-0.08 |
| Time value: |
0.08 |
| Break-even: |
29.80 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
3.06 |
| Spread abs.: |
0.06 |
| Spread %: |
247.83% |
| Delta: |
0.42 |
| Theta: |
-0.04 |
| Omega: |
14.77 |
| Rho: |
0.00 |
Quote data
| Open: |
0.031 |
| High: |
0.039 |
| Low: |
0.017 |
| Previous Close: |
0.023 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
-61.18% |
| 3 Months |
|
|
-81.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.005 |
| 1M High / 1M Low: |
0.170 |
0.005 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,481.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
