UBS Call 40 BAYN 17.06.2024
/ CH1302967513
UBS Call 40 BAYN 17.06.2024/ CH1302967513 /
| 2024-05-07 11:21:30 AM |
Chg.0.000 |
Bid11:21:30 AM |
Ask11:21:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
0.001
Bid Size: 150,000 |
0.080
Ask Size: 150,000 |
BAYER AG NA O.N. |
40.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL8728 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.30 |
| Parity: |
-1.19 |
| Time value: |
0.08 |
| Break-even: |
40.80 |
| Moneyness: |
0.70 |
| Premium: |
0.45 |
| Premium p.a.: |
27.01 |
| Spread abs.: |
0.08 |
| Spread %: |
7,900.00% |
| Delta: |
0.18 |
| Theta: |
-0.03 |
| Omega: |
6.45 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-92.86% |
| YTD |
|
|
-98.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.001 |
0.001 |
| 1M High / 1M Low: |
0.001 |
0.001 |
| 6M High / 6M Low: |
0.460 |
0.001 |
| High (YTD): |
2024-01-04 |
0.121 |
| Low (YTD): |
2024-05-06 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.001 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.001 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.059 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
4,037.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
