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UBS Call 49 BAYN 20.09.2024/  CH1272021978  /

UBS Investment Bank
2024-06-28  5:36:01 PM Chg.0.000 Bid5:36:01 PM Ask5:36:01 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 45,000		 0.080
Ask Size: 45,000		 BAYER AG NA O.N. 49.00 - 2024-09-20 Call
 

Master data

WKN: UL58KR
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 49.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.01
Historic volatility: 0.30
Parity: -2.29
Time value: 0.08
Break-even: 49.80
Moneyness: 0.53
Premium: 0.91
Premium p.a.: 15.54
Spread abs.: 0.08
Spread %: 7,900.00%
Delta: 0.15
Theta: -0.02
Omega: 4.87
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -50.00%
YTD
  -97.14%
1 Year
  -99.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.050 0.001
High (YTD): 2024-01-04 0.050
Low (YTD): 2024-06-27 0.001
52W High: 2023-07-31 0.820
52W Low: 2024-06-27 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.007
Avg. volume 6M:   0.000
Avg. price 1Y:   0.198
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   1,029.92%
Volatility 1Y:   1,430.38%
Volatility 3Y:   -