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UBS Call 105 BIDU 21.06.2024/  DE000UL1CHT9  /

EUWAX
2024-06-10  8:27:23 AM Chg.-0.025 Bid5:18:25 PM Ask5:18:25 PM Underlying Strike price Expiration date Option type
0.105EUR -19.23% 0.112
Bid Size: 50,000		 -
Ask Size: -		 Baidu Inc 105.00 USD 2024-06-21 Call
 

Master data

WKN: UL1CHT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 2024-06-21
Issue date: 2022-12-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 76.69
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.34
Parity: -0.85
Time value: 0.12
Break-even: 98.57
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 29.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.22
Theta: -0.13
Omega: 16.90
Rho: 0.01
 

Quote data

Open: 0.105
High: 0.105
Low: 0.105
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -79.41%
3 Months
  -69.12%
YTD
  -82.79%
1 Year
  -84.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.147 0.127
1M High / 1M Low: 0.590 0.127
6M High / 6M Low: 0.630 0.127
High (YTD): 2024-01-11 0.630
Low (YTD): 2024-06-06 0.127
52W High: 2023-09-01 0.780
52W Low: 2024-06-06 0.127
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.312
Avg. volume 1M:   0.000
Avg. price 6M:   0.446
Avg. volume 6M:   0.000
Avg. price 1Y:   0.564
Avg. volume 1Y:   0.000
Volatility 1M:   186.36%
Volatility 6M:   156.38%
Volatility 1Y:   117.08%
Volatility 3Y:   -