UBS Call 50 BAYN 20.09.2024
/ DE000UL71MX8
UBS Call 50 BAYN 20.09.2024/ DE000UL71MX8 /
| 7/9/2024 1:02:07 PM |
Chg.0.000 |
Bid1:02:07 PM |
Ask1:02:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
0.00% |
0.066
Bid Size: 150,000 |
0.076
Ask Size: 150,000 |
BAYER AG NA O.N. |
50.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL71MX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
34.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.30 |
| Parity: |
-2.39 |
| Time value: |
0.08 |
| Break-even: |
50.76 |
| Moneyness: |
0.52 |
| Premium: |
0.95 |
| Premium p.a.: |
27.06 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
4.87 |
| Rho: |
0.01 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.065 |
| Previous Close: |
0.066 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-4.35% |
| YTD |
|
|
+57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.066 |
| 1M High / 1M Low: |
0.066 |
0.065 |
| 6M High / 6M Low: |
0.070 |
0.003 |
| High (YTD): |
4/10/2024 |
0.070 |
| Low (YTD): |
2/19/2024 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.047 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
11.08% |
| Volatility 6M: |
|
844.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
