OverviewChartNewsTraderScreen

UBS Call 45 BAS 17.06.2024/  DE000UL3Q564  /

Frankfurt Zert./UBS
2024-06-03  2:36:25 PM Chg.0.000 Bid3:17:57 PM Ask- Underlying Strike price Expiration date Option type
0.350EUR 0.00% 0.350
Bid Size: 10,000		 -
Ask Size: -		 BASF SE NA O.N. 45.00 EUR 2024-06-17 Call
 

Master data

WKN: UL3Q56
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-03
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 12.41
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.34
Implied volatility: 0.44
Historic volatility: 0.23
Parity: 0.34
Time value: 0.05
Break-even: 48.90
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 8.33%
Delta: 0.82
Theta: -0.04
Omega: 10.17
Rho: 0.01
 

Quote data

Open: 0.380
High: 0.380
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month
  -5.41%
3 Months  
+68.27%
YTD  
+29.63%
1 Year  
+34.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.270
1M High / 1M Low: 0.410 0.270
6M High / 6M Low: 0.420 0.093
High (YTD): 2024-04-03 0.420
Low (YTD): 2024-01-22 0.093
52W High: 2024-04-03 0.420
52W Low: 2024-01-22 0.093
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   0.257
Avg. volume 6M:   0.000
Avg. price 1Y:   0.225
Avg. volume 1Y:   0.000
Volatility 1M:   147.54%
Volatility 6M:   142.26%
Volatility 1Y:   134.21%
Volatility 3Y:   -