UBS Call 48 BAS 17.06.2024
/ DE000UK9U8R5
UBS Call 48 BAS 17.06.2024/ DE000UK9U8R5 /
| 2024-06-03 9:05:34 AM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+2.07% |
-
Bid Size: - |
-
Ask Size: - |
BASF SE NA O.N. |
48.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UK9U8R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BASF SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
32.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.41 |
| Time value: |
1.07 |
| Break-even: |
49.48 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.03 |
| Spread %: |
2.07% |
| Delta: |
0.57 |
| Theta: |
-0.05 |
| Omega: |
18.79 |
| Rho: |
0.01 |
Quote data
| Open: |
1.610 |
| High: |
1.700 |
| Low: |
1.480 |
| Previous Close: |
1.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.43% |
| 1 Month |
|
|
-35.93% |
| 3 Months |
|
|
+12.12% |
| YTD |
|
|
-24.10% |
| 1 Year |
|
|
-31.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
0.960 |
| 1M High / 1M Low: |
2.790 |
0.960 |
| 6M High / 6M Low: |
3.530 |
0.680 |
| High (YTD): |
2024-04-03 |
3.530 |
| Low (YTD): |
2024-01-22 |
0.680 |
| 52W High: |
2024-04-03 |
3.530 |
| 52W Low: |
2024-01-22 |
0.680 |
| Avg. price 1W: |
|
1.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.965 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.733 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.617 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
261.62% |
| Volatility 6M: |
|
178.89% |
| Volatility 1Y: |
|
152.63% |
| Volatility 3Y: |
|
- |
