UBS Call 42 BAS 17.06.2024
/ DE000UL5K0R6
UBS Call 42 BAS 17.06.2024/ DE000UL5K0R6 /
| 03/06/2024 08:21:03 |
Chg.+0.010 |
Bid15:04:15 |
Ask15:04:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+2.04% |
0.510
Bid Size: 10,000 |
-
Ask Size: - |
BASF SE NA O.N. |
42.00 EUR |
17/06/2024 |
Call |
Master data
| WKN: |
UL5K0R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BASF SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
17/06/2024 |
| Issue date: |
18/07/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
0.64 |
| Time value: |
-0.11 |
| Break-even: |
47.30 |
| Moneyness: |
1.15 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.45 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.38% |
| 1 Month |
|
|
+8.70% |
| 3 Months |
|
|
+61.29% |
| YTD |
|
|
+47.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.450 |
| 1M High / 1M Low: |
0.500 |
0.450 |
| 6M High / 6M Low: |
0.500 |
0.163 |
| High (YTD): |
22/05/2024 |
0.500 |
| Low (YTD): |
22/01/2024 |
0.163 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.54% |
| Volatility 6M: |
|
93.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
