UBS Call 104.351 AIR 17.06.2024
/ CH1223935508
UBS Call 104.351 AIR 17.06.2024/ CH1223935508 /
05/06/2024 19:38:28 |
Chg.+0.030 |
Bid19:58:07 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.930EUR |
+0.61% |
- Bid Size: - |
- Ask Size: - |
AIRBUS |
104.3511 EUR |
17/06/2024 |
Call |
Master data
WKN: |
UK83WS |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
AIRBUS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
104.35 EUR |
Maturity: |
17/06/2024 |
Issue date: |
18/10/2022 |
Last trading day: |
14/06/2024 |
Ratio: |
9.94:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.87 |
Intrinsic value: |
4.85 |
Implied volatility: |
1.24 |
Historic volatility: |
0.18 |
Parity: |
4.85 |
Time value: |
0.07 |
Break-even: |
153.26 |
Moneyness: |
1.46 |
Premium: |
0.00 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.12 |
Omega: |
3.01 |
Rho: |
0.03 |
Quote data
Open: |
4.910 |
High: |
5.030 |
Low: |
4.910 |
Previous Close: |
4.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.33% |
1 Month |
|
|
-7.33% |
3 Months |
|
|
-8.70% |
YTD |
|
|
+32.53% |
1 Year |
|
|
+57.01% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.560 |
4.900 |
1M High / 1M Low: |
5.880 |
4.900 |
6M High / 6M Low: |
6.680 |
3.460 |
High (YTD): |
27/03/2024 |
6.680 |
Low (YTD): |
03/01/2024 |
3.460 |
52W High: |
27/03/2024 |
6.680 |
52W Low: |
13/10/2023 |
2.320 |
Avg. price 1W: |
|
5.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.488 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.988 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.016 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
49.54% |
Volatility 6M: |
|
57.42% |
Volatility 1Y: |
|
61.07% |
Volatility 3Y: |
|
- |