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UBS Call 48 BAS 17.06.2024/  DE000UL304A8  /

EUWAX
2024-06-03  8:49:51 AM Chg.+0.039 Bid3:29:18 PM Ask3:29:18 PM Underlying Strike price Expiration date Option type
0.148EUR +35.78% 0.125
Bid Size: 10,000		 -
Ask Size: -		 BASF SE NA O.N. 48.00 EUR 2024-06-17 Call
 

Master data

WKN: UL304A
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: 2023-03-03
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 33.62
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.04
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 0.04
Time value: 0.10
Break-even: 49.44
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 7.46%
Delta: 0.58
Theta: -0.04
Omega: 19.37
Rho: 0.01
 

Quote data

Open: 0.148
High: 0.148
Low: 0.148
Previous Close: 0.109
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -39.34%
3 Months  
+7.25%
YTD
  -36.48%
1 Year
  -50.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.167 0.077
1M High / 1M Low: 0.310 0.077
6M High / 6M Low: 0.480 0.061
High (YTD): 2024-04-08 0.480
Low (YTD): 2024-01-22 0.061
52W High: 2024-04-08 0.480
52W Low: 2024-01-22 0.061
Avg. price 1W:   0.125
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   0.203
Avg. volume 6M:   0.000
Avg. price 1Y:   0.195
Avg. volume 1Y:   0.000
Volatility 1M:   283.87%
Volatility 6M:   220.56%
Volatility 1Y:   193.57%
Volatility 3Y:   -