UBS Call 125 QCI 21.06.2024
/ CH1212587492
UBS Call 125 QCI 21.06.2024/ CH1212587492 /
| 2024-05-17 9:21:57 AM |
Chg.-0.160 |
Bid9:40:57 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.300EUR |
-2.48% |
-
Bid Size: - |
-
Ask Size: - |
QUALCOMM INC. DL-... |
125.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6846 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
QUALCOMM INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-19 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.33 |
| Intrinsic value: |
6.31 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.28 |
| Parity: |
6.31 |
| Time value: |
0.11 |
| Break-even: |
189.20 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
1.58% |
| Delta: |
0.96 |
| Theta: |
-0.12 |
| Omega: |
2.81 |
| Rho: |
0.06 |
Quote data
| Open: |
6.280 |
| High: |
6.300 |
| Low: |
6.280 |
| Previous Close: |
6.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+27.02% |
| 3 Months |
|
|
+68.45% |
| YTD |
|
|
+157.14% |
| 1 Year |
|
|
+370.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.530 |
4.960 |
| 6M High / 6M Low: |
6.530 |
1.430 |
| High (YTD): |
2024-05-15 |
6.530 |
| Low (YTD): |
2024-01-04 |
1.790 |
| 52W High: |
2024-05-15 |
6.530 |
| 52W Low: |
2023-10-25 |
0.550 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.360 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.162 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
81.56% |
| Volatility 6M: |
|
122.74% |
| Volatility 1Y: |
|
136.88% |
| Volatility 3Y: |
|
- |
