UBS Call 33.5 BAYN 17.06.2024
/ CH1306623245
UBS Call 33.5 BAYN 17.06.2024/ CH1306623245 /
| 2024-05-07 8:11:11 AM |
Chg.0.000 |
Bid10:25:39 AM |
Ask10:25:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
0.00% |
0.009
Bid Size: 150,000 |
0.080
Ask Size: 150,000 |
BAYER AG NA O.N. |
33.50 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL99X5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.50 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.30 |
| Parity: |
-0.54 |
| Time value: |
0.08 |
| Break-even: |
34.30 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
4.98 |
| Spread abs.: |
0.07 |
| Spread %: |
788.89% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
8.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.009 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-55.00% |
| 3 Months |
|
|
-89.16% |
| YTD |
|
|
-96.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.008 |
| 1M High / 1M Low: |
0.016 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
0.390 |
| Low (YTD): |
2024-04-19 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,546.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
