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UBS Call 250 BNTX 21.06.2024/  DE000UL087V5  /

UBS Investment Bank
2024-06-06  8:03:02 AM Chg.-0.009 Bid8:03:02 AM Ask8:03:02 AM Underlying Strike price Expiration date Option type
0.064EUR -12.33% 0.064
Bid Size: 10,000		 0.220
Ask Size: 10,000		 BioNTech SE 250.00 USD 2024-06-21 Call
 

Master data

WKN: UL087V
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BioNTech SE
Type: Warrant
Option type: Call
Strike price: 250.00 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: 41.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.84
Historic volatility: 0.32
Parity: -13.83
Time value: 0.22
Break-even: 231.94
Moneyness: 0.40
Premium: 1.54
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 197.30%
Delta: 0.11
Theta: -0.31
Omega: 4.40
Rho: 0.00
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.073
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.18%
1 Month
  -32.63%
3 Months
  -32.63%
YTD
  -26.44%
1 Year
  -41.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.093 0.073
1M High / 1M Low: 0.096 0.073
6M High / 6M Low: 0.100 0.073
High (YTD): 2024-01-05 0.097
Low (YTD): 2024-06-05 0.073
52W High: 2023-09-08 0.110
52W Low: 2024-06-05 0.073
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.094
Avg. volume 6M:   0.000
Avg. price 1Y:   0.098
Avg. volume 1Y:   0.000
Volatility 1M:   108.60%
Volatility 6M:   68.72%
Volatility 1Y:   66.82%
Volatility 3Y:   -