UBS Call 40 BAS 17.06.2024
/ CH1297152683
UBS Call 40 BAS 17.06.2024/ CH1297152683 /
| 2024-05-17 8:17:02 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BASF SE NA O.N. |
40.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL8C03 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BASF SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.23 |
| Parity: |
0.84 |
| Time value: |
0.06 |
| Break-even: |
49.00 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
4.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+18.42% |
| YTD |
|
|
-5.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.020 |
0.890 |
| 6M High / 6M Low: |
1.440 |
0.420 |
| High (YTD): |
2024-04-04 |
1.440 |
| Low (YTD): |
2024-01-22 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.945 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.861 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.42% |
| Volatility 6M: |
|
118.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
