UBS Call 105 BIDU 21.06.2024
/ DE000UL1BF92
UBS Call 105 BIDU 21.06.2024/ DE000UL1BF92 /
| 2024-05-31 9:56:28 PM |
Chg.-0.035 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.158EUR |
-18.13% |
-
Bid Size: - |
-
Ask Size: - |
Baidu Inc |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UL1BF9 |
| 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: |
44.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.34 |
| Parity: |
-0.72 |
| Time value: |
0.20 |
| Break-even: |
98.79 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
4.94 |
| Spread abs.: |
0.04 |
| Spread %: |
26.58% |
| Delta: |
0.30 |
| Theta: |
-0.10 |
| Omega: |
13.34 |
| Rho: |
0.01 |
Quote data
| Open: |
0.166 |
| High: |
0.170 |
| Low: |
0.134 |
| Previous Close: |
0.193 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.70% |
| 1 Month |
|
|
-71.79% |
| 3 Months |
|
|
-64.09% |
| YTD |
|
|
-74.10% |
| 1 Year |
|
|
-76.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.243 |
0.158 |
| 1M High / 1M Low: |
0.610 |
0.158 |
| 6M High / 6M Low: |
0.630 |
0.158 |
| High (YTD): |
2024-01-08 |
0.630 |
| Low (YTD): |
2024-05-31 |
0.158 |
| 52W High: |
2023-09-04 |
0.770 |
| 52W Low: |
2024-05-31 |
0.158 |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.464 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.575 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
172.47% |
| Volatility 6M: |
|
155.16% |
| Volatility 1Y: |
|
115.20% |
| Volatility 3Y: |
|
- |
