UBS Call 45 BAS 17.06.2024
/ DE000UK99HD3
UBS Call 45 BAS 17.06.2024/ DE000UK99HD3 /
| 2024-06-03 8:27:46 AM |
Chg.+0.26 |
Bid2:40:43 PM |
Ask2:40:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.88EUR |
+7.18% |
3.61
Bid Size: 10,000 |
-
Ask Size: - |
BASF SE NA O.N. |
45.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK99HD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BASF SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.51 |
| Intrinsic value: |
3.41 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
3.41 |
| Time value: |
0.37 |
| Break-even: |
48.78 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
0.80% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
10.83 |
| Rho: |
0.01 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.88 |
| Previous Close: |
3.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.17% |
| 1 Month |
|
|
+5.72% |
| 3 Months |
|
|
+89.27% |
| YTD |
|
|
+43.70% |
| 1 Year |
|
|
+42.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.84 |
2.65 |
| 1M High / 1M Low: |
4.28 |
2.65 |
| 6M High / 6M Low: |
4.36 |
1.06 |
| High (YTD): |
2024-04-04 |
4.36 |
| Low (YTD): |
2024-01-22 |
1.06 |
| 52W High: |
2024-04-04 |
4.36 |
| 52W Low: |
2024-01-22 |
1.06 |
| Avg. price 1W: |
|
3.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.38 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
183.53% |
| Volatility 6M: |
|
136.65% |
| Volatility 1Y: |
|
126.51% |
| Volatility 3Y: |
|
- |
