UBS Call 45 BAS 17.06.2024
/ DE000UL3WFR1
UBS Call 45 BAS 17.06.2024/ DE000UL3WFR1 /
| 2024-06-03 9:05:15 AM |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+2.56% |
-
Bid Size: - |
-
Ask Size: - |
BASF SE NA O.N. |
45.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL3WFR |
| 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: |
11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.23 |
| Parity: |
0.34 |
| Time value: |
0.08 |
| Break-even: |
49.20 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
7.69% |
| Delta: |
0.77 |
| Theta: |
-0.06 |
| Omega: |
8.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.430 |
| Low: |
0.400 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-14.89% |
| 3 Months |
|
|
+53.85% |
| YTD |
|
|
+5.26% |
| 1 Year |
|
|
0.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.290 |
| 1M High / 1M Low: |
0.550 |
0.290 |
| 6M High / 6M Low: |
0.670 |
0.109 |
| High (YTD): |
2024-04-03 |
0.670 |
| Low (YTD): |
2024-01-22 |
0.109 |
| 52W High: |
2024-04-03 |
0.670 |
| 52W Low: |
2024-01-22 |
0.109 |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.342 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.308 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
174.87% |
| Volatility 6M: |
|
175.13% |
| Volatility 1Y: |
|
160.96% |
| Volatility 3Y: |
|
- |
