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UBS Call 145 ADS 17.06.2024/  CH1234555790  /

Frankfurt Zert./UBS
2024-05-31  3:18:16 PM Chg.-0.090 Bid3:37:35 PM Ask3:37:35 PM Underlying Strike price Expiration date Option type
8.570EUR -1.04% 8.570
Bid Size: 50,000		 8.600
Ask Size: 50,000		 ADIDAS AG NA O.N. 145.00 - 2024-06-17 Call
 

Master data

WKN: UK99KD
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-06-17
Issue date: 2022-12-02
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.66
Leverage: Yes

Calculated values

Fair value: 8.68
Intrinsic value: 8.65
Implied volatility: 1.08
Historic volatility: 0.29
Parity: 8.65
Time value: 0.06
Break-even: 232.10
Moneyness: 1.60
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.09
Spread %: 1.04%
Delta: 0.98
Theta: -0.08
Omega: 2.61
Rho: 0.07
 

Quote data

Open: 8.650
High: 8.650
Low: 8.530
Previous Close: 8.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.62%
1 Month  
+5.93%
3 Months  
+91.29%
YTD  
+92.58%
1 Year  
+225.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.660 7.650
1M High / 1M Low: 8.660 7.650
6M High / 6M Low: 8.750 2.650
High (YTD): 2024-04-29 8.750
Low (YTD): 2024-01-18 2.650
52W High: 2024-04-29 8.750
52W Low: 2023-06-01 2.520
Avg. price 1W:   8.038
Avg. volume 1W:   0.000
Avg. price 1M:   8.052
Avg. volume 1M:   0.000
Avg. price 6M:   5.399
Avg. volume 6M:   0.000
Avg. price 1Y:   4.657
Avg. volume 1Y:   0.000
Volatility 1M:   49.54%
Volatility 6M:   105.03%
Volatility 1Y:   107.73%
Volatility 3Y:   -