UBS Call 65 BSN 15.06.2020/  CH0430178324  /

UBS Investment Bank
5/14/2020  7:59:55 PM Chg.-0.010 Bid- Ask- Underlying Strike price Expiration date Option type
0.032EUR -23.81% -
Bid Size: -
-
Ask Size: -
DANONE S.A. EO -,25 65.00 - 6/15/2020 Call

Master data

WKN: UX48T0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 6/15/2020
Issue date: 8/6/2018
Last trading day: 5/15/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 193.44
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.26
Parity: -0.31
Time value: 0.03
Break-even: 65.32
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 3.53
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.16
Theta: -0.02
Omega: 30.65
Rho: 0.00
 

Quote data

Open: 0.054
High: 0.061
Low: 0.023
Previous Close: 0.042
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -73.33%
3 Months
  -78.67%
YTD
  -96.73%
1 Year
  -96.70%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.130 0.032
6M High / 6M Low: 1.030 0.001
High (YTD): 1/6/2020 1.030
Low (YTD): 4/1/2020 0.001
52W High: 9/4/2019 1.750
52W Low: 4/1/2020 0.001
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   0.907
Avg. volume 1Y:   0.000
Volatility 1M:   598.86%
Volatility 6M:   26,951.64%
Volatility 1Y:   18,578.25%
Volatility 3Y:   -