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UBS Call 55 BAYN 20.09.2024/  CH1272022034  /

Frankfurt Zert./UBS
2024-07-09  9:28:43 AM Chg.0.000 Bid2024-07-09 Ask2024-07-09 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 150,000		 0.080
Ask Size: 150,000		 BAYER AG NA O.N. 55.00 - 2024-09-20 Call
 

Master data

WKN: UL6H38
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.20
Historic volatility: 0.30
Parity: -2.88
Time value: 0.08
Break-even: 55.80
Moneyness: 0.48
Premium: 1.13
Premium p.a.: 40.91
Spread abs.: 0.08
Spread %: 7,900.00%
Delta: 0.14
Theta: -0.02
Omega: 4.52
Rho: 0.01
 

Quote data

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

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -94.44%
1 Year
  -99.69%
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: 0.022 0.001
High (YTD): 2024-01-08 0.027
Low (YTD): 2024-07-08 0.001
52W High: 2023-08-14 0.500
52W Low: 2024-07-08 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:   0.002
Avg. volume 6M:   0.000
Avg. price 1Y:   0.100
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   593.43%
Volatility 1Y:   1,526.44%
Volatility 3Y:   -