UBS Call 140 ADS 17.06.2024
/ CH1234555782
UBS Call 140 ADS 17.06.2024/ CH1234555782 /
| 2024-05-17 8:43:35 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.88EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ADIDAS AG NA O.N. |
140.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK98HA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-02 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.30 |
| Intrinsic value: |
8.27 |
| Implied volatility: |
2.03 |
| Historic volatility: |
0.29 |
| Parity: |
8.27 |
| Time value: |
0.74 |
| Break-even: |
230.10 |
| Moneyness: |
1.59 |
| Premium: |
0.03 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.06 |
| Spread %: |
0.67% |
| Delta: |
0.89 |
| Theta: |
-0.51 |
| Omega: |
2.20 |
| Rho: |
0.06 |
Quote data
| Open: |
8.88 |
| High: |
8.88 |
| Low: |
8.88 |
| Previous Close: |
9.19 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.20% |
| 3 Months |
|
|
+72.09% |
| YTD |
|
|
+83.09% |
| 1 Year |
|
|
+187.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.19 |
8.15 |
| 6M High / 6M Low: |
9.19 |
2.99 |
| High (YTD): |
2024-05-16 |
9.19 |
| Low (YTD): |
2024-01-25 |
2.99 |
| 52W High: |
2024-05-16 |
9.19 |
| 52W Low: |
2023-06-01 |
2.81 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.94 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
48.99% |
| Volatility 6M: |
|
115.13% |
| Volatility 1Y: |
|
109.66% |
| Volatility 3Y: |
|
- |
