UBS Call 32 BAYN 17.06.2024
/ CH1306623211
UBS Call 32 BAYN 17.06.2024/ CH1306623211 /
| 17/05/2024 08:12:38 |
Chg.-0.007 |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
-38.89% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
32.00 EUR |
17/06/2024 |
Call |
Master data
| WKN: |
UL97QN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
17/06/2024 |
| Issue date: |
21/11/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.29 |
| Parity: |
-0.34 |
| Time value: |
0.08 |
| Break-even: |
32.80 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
4.34 |
| Spread abs.: |
0.07 |
| Spread %: |
1,233.33% |
| Delta: |
0.29 |
| Theta: |
-0.03 |
| Omega: |
10.26 |
| Rho: |
0.01 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.018 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.62% |
| 1 Month |
|
|
+120.00% |
| 3 Months |
|
|
-89.62% |
| YTD |
|
|
-97.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.011 |
| 1M High / 1M Low: |
0.049 |
0.005 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2024 |
0.500 |
| Low (YTD): |
19/04/2024 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
889.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
