UBS Call 104.351 AIR 17.06.2024
/ CH1223935508
UBS Call 104.351 AIR 17.06.2024/ CH1223935508 /
| 2024-05-13 1:09:38 PM |
Chg.-0.42 |
Bid2:30:49 PM |
Ask2:30:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.33EUR |
-7.30% |
5.35
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: |
2.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.62 |
| Intrinsic value: |
5.58 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.18 |
| Parity: |
5.58 |
| Time value: |
0.17 |
| Break-even: |
161.51 |
| Moneyness: |
1.53 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
1.41% |
| Delta: |
0.94 |
| Theta: |
-0.09 |
| Omega: |
2.64 |
| Rho: |
0.09 |
Quote data
| Open: |
5.44 |
| High: |
5.44 |
| Low: |
5.33 |
| Previous Close: |
5.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.38% |
| 1 Month |
|
|
-7.79% |
| 3 Months |
|
|
+20.86% |
| YTD |
|
|
+43.67% |
| 1 Year |
|
|
+89.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.87 |
5.31 |
| 1M High / 1M Low: |
5.96 |
5.02 |
| 6M High / 6M Low: |
6.67 |
2.95 |
| High (YTD): |
2024-03-27 |
6.67 |
| Low (YTD): |
2024-01-03 |
3.43 |
| 52W High: |
2024-03-27 |
6.67 |
| 52W Low: |
2023-10-13 |
2.33 |
| Avg. price 1W: |
|
5.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.86 |
| Avg. volume 1Y: |
|
22.92 |
| Volatility 1M: |
|
55.38% |
| Volatility 6M: |
|
56.98% |
| Volatility 1Y: |
|
63.48% |
| Volatility 3Y: |
|
- |
