UBS Call 119.258 AIR 17.06.2024/  CH1215597589  /

EUWAX
2024-05-27  12:19:58 PM Chg.-0.06 Bid2:40:45 PM Ask2:40:45 PM Underlying Strike price Expiration date Option type
4.00EUR -1.48% 4.00
Bid Size: 10,000
-
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: 3.94
Leverage: Yes

Calculated values

Fair value: 4.04
Intrinsic value: 4.01
Implied volatility: 0.64
Historic volatility: 0.18
Parity: 4.01
Time value: 0.05
Break-even: 159.62
Moneyness: 1.33
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.05
Omega: 3.85
Rho: 0.07
 

Quote data

Open: 4.02
High: 4.02
Low: 4.00
Previous Close: 4.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.66%
1 Month  
+2.83%
3 Months  
+36.99%
YTD  
+68.07%
1 Year  
+95.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.28 4.06
1M High / 1M Low: 4.37 3.56
6M High / 6M Low: 5.16 2.00
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:   4.18
Avg. volume 1W:   0.00
Avg. price 1M:   4.03
Avg. volume 1M:   0.00
Avg. price 6M:   3.46
Avg. volume 6M:   0.00
Avg. price 1Y:   2.70
Avg. volume 1Y:   0.00
Volatility 1M:   60.60%
Volatility 6M:   81.08%
Volatility 1Y:   85.27%
Volatility 3Y:   -