UBS Call 45 BAYN 17.06.2024
/ DE000UL0MRM4
UBS Call 45 BAYN 17.06.2024/ DE000UL0MRM4 /
| 03/06/2024 16:14:03 |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.245EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
45.00 EUR |
17/06/2024 |
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: |
17/06/2024 |
| Issue date: |
06/01/2023 |
| Last trading day: |
14/06/2024 |
| 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: |
0.235 |
| High: |
0.245 |
| Low: |
0.235 |
| Previous Close: |
0.245 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
+1.66% |
| 3 Months |
|
|
-9.26% |
| 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): |
05/01/2024 |
0.450 |
| Low (YTD): |
04/04/2024 |
0.230 |
| 52W High: |
31/07/2023 |
3.590 |
| 52W Low: |
04/04/2024 |
0.230 |
| Avg. price 1W: |
|
0.241 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.285 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.398 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
44.20% |
| Volatility 6M: |
|
50.51% |
| Volatility 1Y: |
|
86.96% |
| Volatility 3Y: |
|
- |
