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UBS Call 210 BIDU 21.06.2024/  DE000UL0RLV7  /

UBS Investment Bank
2024-05-27  3:45:59 PM Chg.-0.010 Bid3:45:59 PM Ask3:45:59 PM Underlying Strike price Expiration date Option type
0.080EUR -11.11% 0.080
Bid Size: 20,000		 0.200
Ask Size: 20,000		 Baidu Inc 210.00 USD 2024-06-21 Call
 

Master data

WKN: UL0RLV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 2024-06-21
Issue date: 2023-02-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 46.23
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.90
Historic volatility: 0.35
Parity: -10.12
Time value: 0.20
Break-even: 195.61
Moneyness: 0.48
Premium: 1.12
Premium p.a.: 0.00
Spread abs.: 0.11
Spread %: 122.22%
Delta: 0.11
Theta: -0.17
Omega: 5.05
Rho: 0.01
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -11.11%
3 Months
  -15.79%
YTD
  -14.89%
1 Year
  -55.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.090
1M High / 1M Low: 0.091 0.060
6M High / 6M Low: 0.110 0.060
High (YTD): 2024-01-04 0.103
Low (YTD): 2024-05-16 0.060
52W High: 2023-07-31 0.260
52W Low: 2024-05-16 0.060
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.133
Avg. volume 1Y:   0.000
Volatility 1M:   223.89%
Volatility 6M:   149.66%
Volatility 1Y:   125.25%
Volatility 3Y:   -