UBS Call 31 BAYN 17.06.2024
/ CH1309009426
UBS Call 31 BAYN 17.06.2024/ CH1309009426 /
| 03/06/2024 17:36:03 |
Chg.0.000 |
Bid17:36:03 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
0.001
Bid Size: 45,000 |
-
Ask Size: - |
BAYER AG NA O.N. |
31.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UM1G5Y |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 - |
| 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: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.30 |
| Parity: |
-0.28 |
| Time value: |
0.08 |
| Break-even: |
31.80 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
21.10 |
| Spread abs.: |
0.08 |
| Spread %: |
7,900.00% |
| Delta: |
0.31 |
| Theta: |
-0.06 |
| Omega: |
10.81 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.002 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.67% |
| 1 Month |
|
|
-96.97% |
| 3 Months |
|
|
-99.07% |
| YTD |
|
|
-99.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.003 |
0.001 |
| 1M High / 1M Low: |
0.076 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2024 |
0.580 |
| Low (YTD): |
31/05/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.001 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
907.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
