UBS Call 27.5 BAYN 17.06.2024
/ CH1326145633
UBS Call 27.5 BAYN 17.06.2024/ CH1326145633 /
| 2024-05-03 8:44:00 AM |
Chg.+0.022 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.174EUR |
+14.47% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
27.50 - |
2024-06-17 |
Call |
Master data
| WKN: |
UM2LBG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
0.05 |
| Time value: |
0.12 |
| Break-even: |
29.18 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
6.33% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
10.01 |
| Rho: |
0.02 |
Quote data
| Open: |
0.174 |
| High: |
0.174 |
| Low: |
0.174 |
| Previous Close: |
0.152 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.18% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.174 |
0.128 |
| 1M High / 1M Low: |
0.232 |
0.071 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
