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UBS Call 45 BAYN 20.12.2024/  DE000UL8TTP1  /

Frankfurt Zert./UBS
2024-11-14  7:35:12 PM Chg.0.000 Bid9:44:41 PM Ask9:44:41 PM Underlying Strike price Expiration date Option type
0.065EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 BAYER AG NA O.N. 45.00 EUR 2024-12-20 Call
 

Master data

WKN: UL8TTP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-25
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 26.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.92
Historic volatility: 0.37
Parity: -2.49
Time value: 0.08
Break-even: 45.75
Moneyness: 0.45
Premium: 1.27
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 15.38%
Delta: 0.15
Theta: -0.04
Omega: 4.08
Rho: 0.00
 

Quote data

Open: 0.065
High: 0.065
Low: 0.065
Previous Close: 0.065
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.52%
1 Month
  -1.52%
3 Months
  -2.99%
YTD  
+6.56%
1 Year
  -53.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.065
1M High / 1M Low: 0.066 0.065
6M High / 6M Low: 0.078 0.065
High (YTD): 2024-05-14 0.078
Low (YTD): 2024-03-25 0.021
52W High: 2023-11-17 0.152
52W Low: 2024-03-25 0.021
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.068
Avg. volume 6M:   0.000
Avg. price 1Y:   0.059
Avg. volume 1Y:   0.000
Volatility 1M:   9.04%
Volatility 6M:   16.74%
Volatility 1Y:   172.20%
Volatility 3Y:   -