UBS Call 48 BAYN 20.09.2024
/ DE000UL78AM1
UBS Call 48 BAYN 20.09.2024/ DE000UL78AM1 /
| 2024-06-28 7:25:30 PM |
Chg.0.000 |
Bid8:23:36 PM |
Ask8:23:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
0.00% |
0.066
Bid Size: 7,500 |
0.076
Ask Size: 7,500 |
BAYER AG NA O.N. |
48.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UL78AM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
34.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.30 |
| Parity: |
-2.19 |
| Time value: |
0.08 |
| Break-even: |
48.75 |
| Moneyness: |
0.54 |
| Premium: |
0.87 |
| Premium p.a.: |
14.08 |
| Spread abs.: |
0.01 |
| Spread %: |
15.38% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
5.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.065 |
| High: |
0.066 |
| Low: |
0.065 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.52% |
| 3 Months |
|
|
+12.07% |
| YTD |
|
|
+58.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.065 |
| 1M High / 1M Low: |
0.066 |
0.065 |
| 6M High / 6M Low: |
0.069 |
0.003 |
| High (YTD): |
2024-04-10 |
0.069 |
| Low (YTD): |
2024-02-19 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.044 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
5.11% |
| Volatility 6M: |
|
849.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
