UBS Call 104.351 AIR 17.06.2024
/ CH1223935508
UBS Call 104.351 AIR 17.06.2024/ CH1223935508 /
2024-05-27 11:00:18 AM |
Chg.-0.020 |
Bid11:19:34 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.530EUR |
-0.36% |
5.540 Bid Size: 10,000 |
- 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: |
2.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.53 |
Intrinsic value: |
5.51 |
Implied volatility: |
0.85 |
Historic volatility: |
0.18 |
Parity: |
5.51 |
Time value: |
0.04 |
Break-even: |
159.52 |
Moneyness: |
1.52 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.04 |
Omega: |
2.84 |
Rho: |
0.06 |
Quote data
Open: |
5.550 |
High: |
5.570 |
Low: |
5.530 |
Previous Close: |
5.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.32% |
1 Month |
|
|
+1.47% |
3 Months |
|
|
+26.54% |
YTD |
|
|
+48.66% |
1 Year |
|
|
+81.31% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.750 |
5.550 |
1M High / 1M Low: |
5.880 |
5.030 |
6M High / 6M Low: |
6.680 |
3.210 |
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: |
|
5.682 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.513 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.881 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.953 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
44.11% |
Volatility 6M: |
|
57.01% |
Volatility 1Y: |
|
61.61% |
Volatility 3Y: |
|
- |