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UBS Call 104.351 AIR 17.06.2024/  CH1223935508  /

Frankfurt Zert./UBS
2024-05-10  7:38:21 PM Chg.-0.230 Bid7:46:19 PM Ask- Underlying Strike price Expiration date Option type
5.650EUR -3.91% 5.640
Bid Size: 5,000		 -
Ask Size: -		 AIRBUS 104.3511 EUR 2024-06-17 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: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 9.94:1
Exercise type: American
Quanto: -
Gearing: 2.84
Leverage: Yes

Calculated values

Fair value: 5.62
Intrinsic value: 5.58
Implied volatility: 0.76
Historic volatility: 0.18
Parity: 5.58
Time value: 0.09
Break-even: 160.71
Moneyness: 1.53
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.04
Omega: 2.75
Rho: 0.10
 

Quote data

Open: 5.870
High: 5.980
Low: 5.640
Previous Close: 5.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.35%
1 Month
  -1.40%
3 Months  
+23.63%
YTD  
+51.88%
1 Year  
+101.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.880 5.320
1M High / 1M Low: 5.990 5.030
6M High / 6M Low: 6.680 2.930
High (YTD): 2024-03-27 6.680
Low (YTD): 2024-01-03 3.460
52W High: 2024-03-27 6.680
52W Low: 2023-10-13 2.320
Avg. price 1W:   5.640
Avg. volume 1W:   0.000
Avg. price 1M:   5.577
Avg. volume 1M:   0.000
Avg. price 6M:   4.681
Avg. volume 6M:   0.000
Avg. price 1Y:   3.851
Avg. volume 1Y:   0.000
Volatility 1M:   46.77%
Volatility 6M:   56.57%
Volatility 1Y:   62.77%
Volatility 3Y:   -