UBS Call 129.196 AIR 17.06.2024
/ CH1217409924
UBS Call 129.196 AIR 17.06.2024/ CH1217409924 /
| 2024-04-19 11:08:40 AM |
Chg.-0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.130EUR |
-3.10% |
-
Bid Size: - |
-
Ask Size: - |
AIRBUS |
129.1965 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK7JJN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
129.20 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-11-01 |
| Last trading day: |
2024-04-22 |
| Ratio: |
9.94:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.18 |
| Parity: |
2.80 |
| Time value: |
0.33 |
| Break-even: |
160.31 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.08 |
| Omega: |
4.34 |
| Rho: |
0.15 |
Quote data
| Open: |
2.960 |
| High: |
3.130 |
| Low: |
2.950 |
| Previous Close: |
3.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-25.83% |
| 3 Months |
|
|
+38.50% |
| YTD |
|
|
+94.41% |
| 1 Year |
|
|
+94.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.220 |
3.130 |
| 6M High / 6M Low: |
4.220 |
0.910 |
| High (YTD): |
2024-03-27 |
4.220 |
| Low (YTD): |
2024-01-03 |
1.410 |
| 52W High: |
2024-03-27 |
4.220 |
| 52W Low: |
2023-10-20 |
0.800 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.794 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
76.29% |
| Volatility 6M: |
|
107.79% |
| Volatility 1Y: |
|
106.88% |
| Volatility 3Y: |
|
- |
