UBS Call 45 BAYN 17.06.2024
/ DE000UL0MRM4
UBS Call 45 BAYN 17.06.2024/ DE000UL0MRM4 /
2024-06-03 4:46:42 PM |
Chg.0.000 |
Bid2024-06-03 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.245EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
BAYER AG NA O.N. |
45.00 EUR |
2024-06-17 |
Call |
Master data
WKN: |
UL0MRM |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2023-01-06 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
108.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.51 |
Historic volatility: |
0.30 |
Parity: |
-16.76 |
Time value: |
0.26 |
Break-even: |
45.26 |
Moneyness: |
0.63 |
Premium: |
0.60 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
6.12% |
Delta: |
0.08 |
Theta: |
-0.04 |
Omega: |
8.40 |
Rho: |
0.00 |
Quote data
Open: |
0.245 |
High: |
0.245 |
Low: |
0.245 |
Previous Close: |
0.245 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.26% |
1 Month |
|
|
+2.08% |
3 Months |
|
|
-5.77% |
YTD |
|
|
-37.18% |
1 Year |
|
|
-93.04% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.245 |
0.235 |
1M High / 1M Low: |
0.246 |
0.235 |
6M High / 6M Low: |
0.450 |
0.230 |
High (YTD): |
2024-01-05 |
0.450 |
Low (YTD): |
2024-04-04 |
0.230 |
52W High: |
2023-07-31 |
3.590 |
52W Low: |
2024-04-04 |
0.230 |
Avg. price 1W: |
|
0.241 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.239 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.285 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.402 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
38.29% |
Volatility 6M: |
|
49.43% |
Volatility 1Y: |
|
86.91% |
Volatility 3Y: |
|
- |