UBS Call 119.258 AIR 17.06.2024
/ CH1215597589
UBS Call 119.258 AIR 17.06.2024/ CH1215597589 /
| 2024-05-10 7:34:22 PM |
Chg.-0.220 |
Bid7:50:09 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.160EUR |
-5.02% |
4.160
Bid Size: 5,000 |
-
Ask Size: - |
AIRBUS |
119.2583 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UK87WM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
119.26 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-28 |
| Last trading day: |
2024-06-14 |
| Ratio: |
9.94:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.13 |
| Intrinsic value: |
4.08 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.18 |
| Parity: |
4.08 |
| Time value: |
0.09 |
| Break-even: |
160.71 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.48% |
| Delta: |
0.97 |
| Theta: |
-0.04 |
| Omega: |
3.72 |
| Rho: |
0.11 |
Quote data
| Open: |
4.390 |
| High: |
4.490 |
| Low: |
4.160 |
| Previous Close: |
4.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.97% |
| 1 Month |
|
|
-1.89% |
| 3 Months |
|
|
+32.06% |
| YTD |
|
|
+74.79% |
| 1 Year |
|
|
+124.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.380 |
3.850 |
| 1M High / 1M Low: |
4.510 |
3.570 |
| 6M High / 6M Low: |
5.190 |
1.750 |
| High (YTD): |
2024-03-27 |
5.190 |
| Low (YTD): |
2024-01-03 |
2.160 |
| 52W High: |
2024-03-27 |
5.190 |
| 52W Low: |
2023-10-13 |
1.300 |
| Avg. price 1W: |
|
4.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.280 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.611 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
62.12% |
| Volatility 6M: |
|
76.99% |
| Volatility 1Y: |
|
84.12% |
| Volatility 3Y: |
|
- |
