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UBS Call 51 BAYN 20.09.2024/  CH1272021994  /

EUWAX
16/07/2024  10:30:51 Chg.0.000 Bid21:55:01 Ask21:55:01 Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 BAYER AG NA O.N. 51.00 - 20/09/2024 Call
 

Master data

WKN: UL56EL
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 51.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.17
Historic volatility: 0.31
Parity: -2.46
Time value: 0.08
Break-even: 51.80
Moneyness: 0.52
Premium: 0.96
Premium p.a.: 40.71
Spread abs.: 0.08
Spread %: 7,900.00%
Delta: 0.15
Theta: -0.02
Omega: 4.78
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -66.67%
YTD
  -96.00%
1 Year
  -99.82%
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: 0.020 0.001
High (YTD): 08/01/2024 0.051
Low (YTD): 15/07/2024 0.001
52W High: 14/08/2023 0.690
52W Low: 15/07/2024 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:   0.004
Avg. volume 6M:   0.000
Avg. price 1Y:   0.140
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   1,976.04%
Volatility 1Y:   2,332.02%
Volatility 3Y:   -