UBS Call 119.258 AIR 17.06.2024/  CH1215597589  /

EUWAX
2024-05-10  6:23:39 PM Chg.-0.20 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
4.17EUR -4.58% -
Bid Size: -
-
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: 4.42
High: 4.46
Low: 4.17
Previous Close: 4.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.25%
1 Month
  -2.34%
3 Months  
+32.80%
YTD  
+75.21%
1 Year  
+125.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.37 3.83
1M High / 1M Low: 4.45 3.56
6M High / 6M Low: 5.16 1.69
High (YTD): 2024-03-27 5.16
Low (YTD): 2024-01-03 2.12
52W High: 2024-03-27 5.16
52W Low: 2023-10-13 1.31
Avg. price 1W:   4.15
Avg. volume 1W:   0.00
Avg. price 1M:   4.10
Avg. volume 1M:   0.00
Avg. price 6M:   3.28
Avg. volume 6M:   0.00
Avg. price 1Y:   2.61
Avg. volume 1Y:   0.00
Volatility 1M:   67.74%
Volatility 6M:   80.85%
Volatility 1Y:   86.25%
Volatility 3Y:   -