UBS Call 114.289 AIR 17.06.2024
/ CH1223935524
UBS Call 114.289 AIR 17.06.2024/ CH1223935524 /
| 2024-05-02 6:14:19 PM |
Chg.-0.070 |
Bid6:14:19 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.040EUR |
-1.70% |
4.040
Bid Size: 500 |
-
Ask Size: - |
AIRBUS |
114.2892 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UK848S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
114.29 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: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
4.06 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.18 |
| Parity: |
4.06 |
| Time value: |
0.11 |
| Break-even: |
155.74 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
1.46% |
| Delta: |
0.96 |
| Theta: |
-0.04 |
| Omega: |
3.58 |
| Rho: |
0.13 |
Quote data
| Open: |
4.140 |
| High: |
4.150 |
| Low: |
3.990 |
| Previous Close: |
4.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.40% |
| 1 Month |
|
|
-22.61% |
| 3 Months |
|
|
+12.22% |
| YTD |
|
|
+43.77% |
| 1 Year |
|
|
+65.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.560 |
4.110 |
| 1M High / 1M Low: |
5.530 |
4.110 |
| 6M High / 6M Low: |
5.700 |
1.880 |
| High (YTD): |
2024-03-27 |
5.700 |
| Low (YTD): |
2024-01-03 |
2.570 |
| 52W High: |
2024-03-27 |
5.700 |
| 52W Low: |
2023-10-20 |
1.600 |
| Avg. price 1W: |
|
4.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.600 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.942 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
58.29% |
| Volatility 6M: |
|
73.58% |
| Volatility 1Y: |
|
77.31% |
| Volatility 3Y: |
|
- |
