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UBS Call 68 BAYN 17.06.2024/  DE000UK90NL3  /

Frankfurt Zert./UBS
2024-06-06  10:12:55 AM Chg.0.000 Bid2024-06-06 Ask- Underlying Strike price Expiration date Option type
0.245EUR 0.00% 0.245
Bid Size: 10,000		 -
Ask Size: -		 BAYER AG NA O.N. 68.00 EUR 2024-06-17 Call
 

Master data

WKN: UK90NL
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 68.00 EUR
Maturity: 2024-06-17
Issue date: 2022-12-01
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 116.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.68
Historic volatility: 0.30
Parity: -39.41
Time value: 0.25
Break-even: 68.25
Moneyness: 0.42
Premium: 1.39
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.05
Theta: -0.06
Omega: 6.03
Rho: 0.00
 

Quote data

Open: 0.235
High: 0.245
Low: 0.235
Previous Close: 0.245
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+4.26%
3 Months  
+2.94%
YTD
  -2.00%
1 Year
  -62.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.245 0.245
1M High / 1M Low: 0.246 0.235
6M High / 6M Low: 0.250 0.220
High (YTD): 2024-01-04 0.250
Low (YTD): 2024-04-04 0.220
52W High: 2023-06-06 0.660
52W Low: 2024-04-04 0.220
Avg. price 1W:   0.245
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   0.323
Avg. volume 1Y:   0.000
Volatility 1M:   38.56%
Volatility 6M:   32.14%
Volatility 1Y:   50.41%
Volatility 3Y:   -