UBS Call 58 BAYN 17.06.2024
/ DE000UK9STP2
UBS Call 58 BAYN 17.06.2024/ DE000UK9STP2 /
2024-05-24 7:39:35 PM |
Chg.0.000 |
Bid2024-05-24 |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
0.235EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
BAYER AG NA O.N. |
58.00 EUR |
2024-06-17 |
Call |
Master data
WKN: |
UK9STP |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
58.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2022-12-01 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
102.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.68 |
Historic volatility: |
0.29 |
Parity: |
-30.37 |
Time value: |
0.27 |
Break-even: |
58.27 |
Moneyness: |
0.48 |
Premium: |
1.11 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.04 |
Spread %: |
14.89% |
Delta: |
0.06 |
Theta: |
-0.03 |
Omega: |
6.36 |
Rho: |
0.00 |
Quote data
Open: |
0.245 |
High: |
0.245 |
Low: |
0.235 |
Previous Close: |
0.235 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-1.26% |
YTD |
|
|
-12.96% |
1 Year |
|
|
-86.49% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.235 |
0.235 |
1M High / 1M Low: |
0.246 |
0.235 |
6M High / 6M Low: |
0.270 |
0.221 |
High (YTD): |
2024-01-05 |
0.270 |
Low (YTD): |
2024-04-04 |
0.221 |
52W High: |
2023-05-26 |
1.740 |
52W Low: |
2024-04-04 |
0.221 |
Avg. price 1W: |
|
0.235 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.238 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.245 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.562 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
42.99% |
Volatility 6M: |
|
34.85% |
Volatility 1Y: |
|
67.03% |
Volatility 3Y: |
|
- |