UBS Call 33 BAYN 17.06.2024
/ CH1306623237
UBS Call 33 BAYN 17.06.2024/ CH1306623237 /
| 2024-05-31 6:31:08 PM |
Chg.0.000 |
Bid7:18:43 PM |
Ask7:18:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
33.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL98U2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.30 |
| Parity: |
-0.48 |
| Time value: |
0.08 |
| Break-even: |
33.80 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
59.33 |
| Spread abs.: |
0.08 |
| Spread %: |
7,900.00% |
| Delta: |
0.26 |
| Theta: |
-0.06 |
| Omega: |
9.03 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-93.33% |
| 3 Months |
|
|
-98.25% |
| YTD |
|
|
-99.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.001 |
0.001 |
| 1M High / 1M Low: |
0.032 |
0.001 |
| 6M High / 6M Low: |
0.430 |
0.001 |
| High (YTD): |
2024-01-09 |
0.430 |
| Low (YTD): |
2024-05-31 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.001 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.107 |
| Avg. volume 6M: |
|
65.041 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
501.60% |
| Volatility 6M: |
|
1,215.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
