UBS Call 55 BAYN 20.09.2024
/ DE000UL8MZ64
UBS Call 55 BAYN 20.09.2024/ DE000UL8MZ64 /
| 09/07/2024 09:00:14 |
Chg.0.000 |
Bid09:00:14 |
Ask09:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
0.00% |
0.065
Bid Size: 150,000 |
0.075
Ask Size: 150,000 |
BAYER AG NA O.N. |
55.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UL8MZ6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
34.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.30 |
| Parity: |
-2.89 |
| Time value: |
0.08 |
| Break-even: |
55.75 |
| Moneyness: |
0.47 |
| Premium: |
1.14 |
| Premium p.a.: |
43.85 |
| Spread abs.: |
0.01 |
| Spread %: |
15.38% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
4.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.065 |
| High: |
0.065 |
| Low: |
0.065 |
| Previous Close: |
0.065 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.52% |
| 1 Month |
|
|
-1.52% |
| 3 Months |
|
|
-1.52% |
| YTD |
|
|
+109.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.065 |
| 1M High / 1M Low: |
0.066 |
0.065 |
| 6M High / 6M Low: |
0.067 |
0.001 |
| High (YTD): |
22/04/2024 |
0.067 |
| Low (YTD): |
19/02/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.044 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
7.83% |
| Volatility 6M: |
|
2,163.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
