UBS Call 30 BAYN 17.06.2024
/ CH1309009400
UBS Call 30 BAYN 17.06.2024/ CH1309009400 /
| 2024-06-03 8:52:23 AM |
Chg.+0.004 |
Bid5:06:40 PM |
Ask5:06:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.008EUR |
+100.00% |
0.010
Bid Size: 150,000 |
-
Ask Size: - |
BAYER AG NA O.N. |
30.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UM1FTY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.30 |
| Parity: |
-0.18 |
| Time value: |
0.08 |
| Break-even: |
30.80 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
8.61 |
| Spread abs.: |
0.07 |
| Spread %: |
1,233.33% |
| Delta: |
0.35 |
| Theta: |
-0.05 |
| Omega: |
12.30 |
| Rho: |
0.00 |
Quote data
| Open: |
0.008 |
| High: |
0.008 |
| Low: |
0.008 |
| Previous Close: |
0.004 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
-87.10% |
| 3 Months |
|
|
-94.24% |
| YTD |
|
|
-98.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.001 |
| 1M High / 1M Low: |
0.106 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
0.660 |
| Low (YTD): |
2024-05-30 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,353.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
