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UBS Call 50 BAS 17.06.2024/  DE000UL3VDE6  /

Frankfurt Zert./UBS
2024-06-03  1:48:44 PM Chg.+0.006 Bid2:37:43 PM Ask- Underlying Strike price Expiration date Option type
0.053EUR +12.77% -
Bid Size: -		 -
Ask Size: -		 BASF SE NA O.N. 50.00 EUR 2024-06-17 Call
 

Master data

WKN: UL3VDE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-03
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 59.77
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -0.16
Time value: 0.08
Break-even: 50.81
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 2.53
Spread abs.: 0.03
Spread %: 58.82%
Delta: 0.35
Theta: -0.05
Omega: 20.98
Rho: 0.01
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.047
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.29%
1 Month
  -59.23%
3 Months
  -33.75%
YTD
  -62.94%
1 Year
  -68.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.047
1M High / 1M Low: 0.163 0.047
6M High / 6M Low: 0.270 0.041
High (YTD): 2024-04-03 0.270
Low (YTD): 2024-01-22 0.041
52W High: 2024-04-03 0.270
52W Low: 2024-01-22 0.041
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   0.109
Avg. volume 1Y:   0.000
Volatility 1M:   205.93%
Volatility 6M:   197.27%
Volatility 1Y:   171.86%
Volatility 3Y:   -