UBS Call 10.789 F 21.06.2024
/ CH1213888501
UBS Call 10.789 F 21.06.2024/ CH1213888501 /
| 2024-05-03 9:56:40 PM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-3.03% |
-
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: |
7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.31 |
| Parity: |
1.69 |
| Time value: |
0.06 |
| Break-even: |
11.70 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
6.06% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
6.99 |
| Rho: |
0.01 |
Quote data
| Open: |
1.630 |
| High: |
1.870 |
| Low: |
1.570 |
| Previous Close: |
1.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.40% |
| 1 Month |
|
|
-34.43% |
| 3 Months |
|
|
-0.62% |
| YTD |
|
|
-9.09% |
| 1 Year |
|
|
-27.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.440 |
| 1M High / 1M Low: |
2.680 |
1.440 |
| 6M High / 6M Low: |
2.850 |
0.560 |
| 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: |
|
1.655 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.982 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.528 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.112 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
202.55% |
| Volatility 6M: |
|
193.16% |
| Volatility 1Y: |
|
164.86% |
| Volatility 3Y: |
|
- |
