UBS Call 30.5 BAYN 17.06.2024
/ CH1309009418
UBS Call 30.5 BAYN 17.06.2024/ CH1309009418 /
| 03/06/2024 19:00:08 |
Chg.+0.001 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
+50.00% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
30.50 - |
17/06/2024 |
Call |
Master data
| WKN: |
UM1ER7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.50 - |
| Maturity: |
17/06/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.30 |
| Parity: |
-0.23 |
| Time value: |
0.08 |
| Break-even: |
31.30 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
13.62 |
| Spread abs.: |
0.08 |
| Spread %: |
3,900.00% |
| Delta: |
0.33 |
| Theta: |
-0.05 |
| Omega: |
11.47 |
| Rho: |
0.00 |
Quote data
| Open: |
0.004 |
| High: |
0.006 |
| Low: |
0.001 |
| Previous Close: |
0.002 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.14% |
| 1 Month |
|
|
-92.86% |
| 3 Months |
|
|
-97.56% |
| YTD |
|
|
-99.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.001 |
| 1M High / 1M Low: |
0.094 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2024 |
0.620 |
| Low (YTD): |
29/05/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.003 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,335.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
