UBS Call 124.227 AIR 17.06.2024
/ CH1215597597
UBS Call 124.227 AIR 17.06.2024/ CH1215597597 /
2024-04-19 10:16:33 AM |
Chg.- |
Bid10:00:17 PM |
Ask10:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.56EUR |
- |
- Bid Size: - |
- Ask Size: - |
AIRBUS |
124.2274 - |
2024-06-17 |
Call |
Master data
WKN: |
UK81DZ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
AIRBUS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
124.23 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-10-28 |
Last trading day: |
2024-04-22 |
Ratio: |
9.94:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.37 |
Intrinsic value: |
3.30 |
Implied volatility: |
0.61 |
Historic volatility: |
0.18 |
Parity: |
3.30 |
Time value: |
0.31 |
Break-even: |
160.11 |
Moneyness: |
1.26 |
Premium: |
0.02 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.88 |
Theta: |
-0.08 |
Omega: |
3.84 |
Rho: |
0.14 |
Quote data
Open: |
3.56 |
High: |
3.56 |
Low: |
3.56 |
Previous Close: |
3.81 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-23.61% |
3 Months |
|
|
+33.33% |
YTD |
|
|
+79.80% |
1 Year |
|
|
+84.46% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
4.66 |
3.56 |
6M High / 6M Low: |
4.66 |
1.25 |
High (YTD): |
2024-03-28 |
4.66 |
Low (YTD): |
2024-01-03 |
1.74 |
52W High: |
2024-03-28 |
4.66 |
52W Low: |
2023-10-13 |
1.04 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.63 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.14 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
73.76% |
Volatility 6M: |
|
94.86% |
Volatility 1Y: |
|
96.40% |
Volatility 3Y: |
|
- |