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UBS Call 120 QCI 21.06.2024/  CH1218476914  /

UBS Investment Bank
2024-06-03  9:38:46 AM Chg.+0.250 Bid9:38:46 AM Ask- Underlying Strike price Expiration date Option type
7.980EUR +3.23% 7.980
Bid Size: 5,000		 -
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: 7.810
High: 8.020
Low: 7.800
Previous Close: 7.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.42%
1 Month  
+44.30%
3 Months  
+90.45%
YTD  
+188.09%
1 Year  
+428.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.620 7.730
1M High / 1M Low: 8.620 5.530
6M High / 6M Low: 8.620 1.740
High (YTD): 2024-05-27 8.620
Low (YTD): 2024-01-04 2.080
52W High: 2024-05-27 8.620
52W Low: 2023-10-25 0.660
Avg. price 1W:   8.164
Avg. volume 1W:   0.000
Avg. price 1M:   6.928
Avg. volume 1M:   0.000
Avg. price 6M:   4.074
Avg. volume 6M:   0.000
Avg. price 1Y:   2.651
Avg. volume 1Y:   0.000
Volatility 1M:   63.08%
Volatility 6M:   106.73%
Volatility 1Y:   121.70%
Volatility 3Y:   -