UBS Call 139.135 AIR 17.06.2024
/ CH1244004672
UBS Call 139.135 AIR 17.06.2024/ CH1244004672 /
| 2024-05-02 7:33:29 PM |
Chg.-0.070 |
Bid7:34:22 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
-3.95% |
1.690
Bid Size: 500 |
-
Ask Size: - |
AIRBUS |
139.1347 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL2D3S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
139.13 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-06-14 |
| Ratio: |
9.94:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
1.56 |
| Time value: |
0.24 |
| Break-even: |
157.03 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
2.86% |
| Delta: |
0.84 |
| Theta: |
-0.06 |
| Omega: |
7.25 |
| Rho: |
0.14 |
Quote data
| Open: |
1.690 |
| High: |
1.700 |
| Low: |
1.660 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.48% |
| 1 Month |
|
|
-38.41% |
| 3 Months |
|
|
+17.24% |
| YTD |
|
|
+75.26% |
| 1 Year |
|
|
+47.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.770 |
| 1M High / 1M Low: |
3.090 |
1.770 |
| 6M High / 6M Low: |
3.230 |
0.540 |
| High (YTD): |
2024-03-27 |
3.230 |
| Low (YTD): |
2024-01-03 |
0.830 |
| 52W High: |
2024-03-27 |
3.230 |
| 52W Low: |
2023-10-13 |
0.460 |
| Avg. price 1W: |
|
1.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.545 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.230 |
| Avg. volume 1Y: |
|
73.828 |
| Volatility 1M: |
|
106.64% |
| Volatility 6M: |
|
137.93% |
| Volatility 1Y: |
|
132.14% |
| Volatility 3Y: |
|
- |
