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UBS Call 120 QCI 21.06.2024/  CH1218476914  /

Frankfurt Zert./UBS
2024-06-03  10:15:45 AM Chg.+0.630 Bid10:20:40 AM Ask- Underlying Strike price Expiration date Option type
8.120EUR +8.41% 8.120
Bid Size: 10,000		 -
Ask Size: -		 QUALCOMM INC. DL-... 120.00 - 2024-06-21 Call
 

Master data

WKN: UK7AT2
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: QUALCOMM INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2022-09-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 6.82
Intrinsic value: 6.80
Implied volatility: 2.17
Historic volatility: 0.28
Parity: 6.80
Time value: 0.69
Break-even: 194.90
Moneyness: 1.57
Premium: 0.04
Premium p.a.: 1.07
Spread abs.: -0.24
Spread %: -3.10%
Delta: 0.88
Theta: -0.51
Omega: 2.21
Rho: 0.04
 

Quote data

Open: 8.010
High: 8.120
Low: 7.990
Previous Close: 7.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.25%
1 Month  
+49.26%
3 Months  
+92.42%
YTD  
+194.20%
1 Year  
+434.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.670 7.490
1M High / 1M Low: 8.670 5.440
6M High / 6M Low: 8.670 1.700
High (YTD): 2024-05-28 8.670
Low (YTD): 2024-01-04 2.090
52W High: 2024-05-28 8.670
52W Low: 2023-10-25 0.650
Avg. price 1W:   8.170
Avg. volume 1W:   0.000
Avg. price 1M:   6.939
Avg. volume 1M:   361.190
Avg. price 6M:   4.073
Avg. volume 6M:   190.258
Avg. price 1Y:   2.650
Avg. volume 1Y:   126.346
Volatility 1M:   72.40%
Volatility 6M:   105.37%
Volatility 1Y:   126.04%
Volatility 3Y:   -