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UBS Call 51 BAS 17.06.2024/  CH1223943759  /

EUWAX
6/3/2024  8:08:12 AM Chg.+0.007 Bid3:22:29 PM Ask3:22:29 PM Underlying Strike price Expiration date Option type
0.008EUR +700.00% 0.006
Bid Size: 100,000		 -
Ask Size: -		 BASF SE NA O.N. 51.00 - 6/17/2024 Call
 

Master data

WKN: UK8KMG
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 51.00 -
Maturity: 6/17/2024
Issue date: 10/18/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 48.41
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.23
Parity: -0.26
Time value: 0.10
Break-even: 52.00
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 5.46
Spread abs.: 0.10
Spread %: 1,900.00%
Delta: 0.33
Theta: -0.06
Omega: 15.84
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.46%
1 Month
  -89.33%
3 Months
  -88.24%
YTD
  -96.10%
1 Year
  -97.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.001
1M High / 1M Low: 0.103 0.001
6M High / 6M Low: 0.390 0.001
High (YTD): 4/4/2024 0.390
Low (YTD): 5/31/2024 0.001
52W High: 4/4/2024 0.390
52W Low: 5/31/2024 0.001
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   289.256
Avg. price 1Y:   0.142
Avg. volume 1Y:   139.442
Volatility 1M:   452.97%
Volatility 6M:   405.92%
Volatility 1Y:   333.01%
Volatility 3Y:   -