UBS Call 95 BIDU 21.06.2024
/ DE000UL1ABN9
UBS Call 95 BIDU 21.06.2024/ DE000UL1ABN9 /
| 2024-05-31 9:53:47 PM |
Chg.-0.080 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
Baidu Inc |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UL1ABN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.34 |
| Parity: |
0.20 |
| Time value: |
0.22 |
| Break-even: |
91.77 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.63 |
| Theta: |
-0.08 |
| Omega: |
13.50 |
| Rho: |
0.03 |
Quote data
| Open: |
0.430 |
| High: |
0.440 |
| Low: |
0.340 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.93% |
| 1 Month |
|
|
-48.72% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
-44.44% |
| 1 Year |
|
|
-45.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.400 |
| 1M High / 1M Low: |
0.840 |
0.400 |
| 6M High / 6M Low: |
0.840 |
0.400 |
| High (YTD): |
2024-05-17 |
0.840 |
| Low (YTD): |
2024-05-31 |
0.400 |
| 52W High: |
2024-05-17 |
0.840 |
| 52W Low: |
2024-05-31 |
0.400 |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.635 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.694 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
115.26% |
| Volatility 6M: |
|
107.84% |
| Volatility 1Y: |
|
80.80% |
| Volatility 3Y: |
|
- |
