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UBS Call 60 BAS 17.06.2024/  DE000UK93629  /

Frankfurt Zert./UBS
2024-06-03  11:15:25 AM Chg.-0.010 Bid2024-06-03 Ask- Underlying Strike price Expiration date Option type
0.390EUR -2.50% -
Bid Size: -		 -
Ask Size: -		 BASF SE NA O.N. 60.00 EUR 2024-06-17 Call
 

Master data

WKN: UK9362
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 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: 0.84
Historic volatility: 0.23
Parity: -11.59
Time value: 0.41
Break-even: 60.41
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.11
Theta: -0.06
Omega: 13.36
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -2.50%
3 Months
  -7.14%
YTD
  -23.53%
1 Year
  -46.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.390
1M High / 1M Low: 0.400 0.390
6M High / 6M Low: 0.600 0.390
High (YTD): 2024-04-03 0.600
Low (YTD): 2024-05-27 0.390
52W High: 2023-07-28 0.830
52W Low: 2024-05-27 0.390
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   0.442
Avg. volume 6M:   0.000
Avg. price 1Y:   0.490
Avg. volume 1Y:   0.000
Volatility 1M:   22.50%
Volatility 6M:   49.57%
Volatility 1Y:   59.30%
Volatility 3Y:   -