UBS Call 78 BSN 15.06.2020/  CH0430178407  /

EUWAX
5/14/2020  10:13:27 AM Chg.- Bid10:13:30 AM Ask- Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 55,000
-
Ask Size: -
DANONE S.A. EO -,25 78.00 - 6/15/2020 Call

Master data

WKN: UX49U3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 78.00 -
Maturity: 6/15/2020
Issue date: 8/6/2018
Last trading day: 5/15/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6,172.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.26
Parity: -1.63
Time value: 0.00
Break-even: 78.01
Moneyness: 0.79
Premium: 0.26
Premium p.a.: 70.86
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.01
Theta: 0.00
Omega: 32.51
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -97.37%
YTD
  -99.38%
1 Year
  -99.60%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.220 0.001
High (YTD): 1/7/2020 0.200
Low (YTD): 5/14/2020 0.001
52W High: 8/30/2019 0.710
52W Low: 5/14/2020 0.001
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   0.250
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   298.16%
Volatility 1Y:   237.29%
Volatility 3Y:   -