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UBS Call 55 BAS 17.06.2024/  DE000UK9TWR0  /

Frankfurt Zert./UBS
2024-05-31  12:52:07 PM Chg.+0.010 Bid9:05:15 AM Ask- Underlying Strike price Expiration date Option type
0.400EUR +2.56% -
Bid Size: -		 -
Ask Size: -		 BASF SE NA O.N. 55.00 EUR 2024-06-17 Call
 

Master data

WKN: UK9TWR
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 2024-06-17
Issue date: 2022-12-01
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 118.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.23
Parity: -6.59
Time value: 0.41
Break-even: 55.41
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 32.82
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.15
Theta: -0.05
Omega: 17.65
Rho: 0.00
 

Quote data

Open: 0.390
High: 0.400
Low: 0.390
Previous Close: 0.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month
  -21.57%
3 Months
  -21.57%
YTD
  -48.72%
1 Year
  -64.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.390
1M High / 1M Low: 0.540 0.390
6M High / 6M Low: 1.290 0.390
High (YTD): 2024-04-04 1.290
Low (YTD): 2024-05-30 0.390
52W High: 2024-04-04 1.290
52W Low: 2024-05-30 0.390
Avg. price 1W:   0.402
Avg. volume 1W:   0.000
Avg. price 1M:   0.442
Avg. volume 1M:   0.000
Avg. price 6M:   0.606
Avg. volume 6M:   0.000
Avg. price 1Y:   0.678
Avg. volume 1Y:   8.696
Volatility 1M:   53.03%
Volatility 6M:   122.89%
Volatility 1Y:   110.72%
Volatility 3Y:   -