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UBS Call 48 BAYN 17.06.2024/  DE000UK9TX45  /

UBS Investment Bank
2024-05-23  5:53:57 PM Chg.0.000 Bid5:53:57 PM Ask5:53:57 PM Underlying Strike price Expiration date Option type
0.235EUR 0.00% 0.235
Bid Size: 500		 0.270
Ask Size: 500		 BAYER AG NA O.N. 48.00 EUR 2024-06-17 Call
 

Master data

WKN: UK9TX4
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 2024-06-17
Issue date: 2022-12-01
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 105.17
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.24
Historic volatility: 0.29
Parity: -19.61
Time value: 0.27
Break-even: 48.27
Moneyness: 0.59
Premium: 0.70
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 14.89%
Delta: 0.07
Theta: -0.03
Omega: 7.79
Rho: 0.00
 

Quote data

Open: 0.235
High: 0.245
Low: 0.235
Previous Close: 0.235
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.89%
1 Month
  -2.08%
3 Months
  -5.62%
YTD
  -28.79%
1 Year
  -92.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.245 0.235
1M High / 1M Low: 0.248 0.235
6M High / 6M Low: 0.360 0.225
High (YTD): 2024-01-05 0.360
Low (YTD): 2024-04-04 0.225
52W High: 2023-05-29 3.290
52W Low: 2024-04-04 0.225
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.270
Avg. volume 6M:   0.000
Avg. price 1Y:   1.229
Avg. volume 1Y:   0.000
Volatility 1M:   40.44%
Volatility 6M:   44.79%
Volatility 1Y:   84.13%
Volatility 3Y:   -