UBS Call 43 BAS 17.06.2024
/ CH1223943676
UBS Call 43 BAS 17.06.2024/ CH1223943676 /
| 5/17/2024 9:30:02 AM |
Chg.-0.010 |
Bid9:39:43 AM |
Ask9:38:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-1.61% |
-
Bid Size: - |
-
Ask Size: - |
BASF SE NA O.N. |
43.00 - |
6/17/2024 |
Call |
Master data
| WKN: |
UK8D82 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BASF SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
43.00 - |
| Maturity: |
6/17/2024 |
| Issue date: |
10/18/2022 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
4.09 |
| Historic volatility: |
0.23 |
| Parity: |
0.16 |
| Time value: |
0.45 |
| Break-even: |
49.10 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.61 |
| Theta: |
-1.30 |
| Omega: |
4.44 |
| Rho: |
0.00 |
Quote data
| Open: |
0.600 |
| High: |
0.610 |
| Low: |
0.600 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.61% |
| 3 Months |
|
|
-7.58% |
| YTD |
|
|
-14.08% |
| 1 Year |
|
|
-8.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.620 |
0.610 |
| 6M High / 6M Low: |
1.140 |
0.228 |
| High (YTD): |
4/3/2024 |
1.140 |
| Low (YTD): |
1/22/2024 |
0.228 |
| 52W High: |
4/3/2024 |
1.140 |
| 52W Low: |
1/22/2024 |
0.228 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.552 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
152.66% |
| Volatility 1Y: |
|
151.95% |
| Volatility 3Y: |
|
- |
