UBS Call 10.789 F 21.06.2024
/ CH1213888501
UBS Call 10.789 F 21.06.2024/ CH1213888501 /
| 2024-05-17 9:46:31 PM |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
-8.70% |
-
Bid Size: - |
-
Ask Size: - |
Ford Motor Company |
10.789 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UK7M4U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.79 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1.07 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
1.56 |
| Time value: |
0.15 |
| Break-even: |
11.53 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
6.21% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
6.18 |
| Rho: |
0.01 |
Quote data
| Open: |
1.530 |
| High: |
1.580 |
| Low: |
1.470 |
| Previous Close: |
1.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.95% |
| 1 Month |
|
|
+2.08% |
| 3 Months |
|
|
-21.39% |
| YTD |
|
|
-16.48% |
| 1 Year |
|
|
-31.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.470 |
| 1M High / 1M Low: |
2.210 |
1.290 |
| 6M High / 6M Low: |
2.850 |
0.630 |
| High (YTD): |
2024-04-03 |
2.850 |
| Low (YTD): |
2024-01-18 |
0.890 |
| 52W High: |
2023-07-05 |
4.860 |
| 52W Low: |
2023-11-09 |
0.560 |
| Avg. price 1W: |
|
1.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.082 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
203.82% |
| Volatility 6M: |
|
184.67% |
| Volatility 1Y: |
|
166.07% |
| Volatility 3Y: |
|
- |
