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UBS Call 145 ADS 17.06.2024/  CH1234555790  /

Frankfurt Zert./UBS
2024-05-28  7:34:00 PM Chg.-0.120 Bid9:50:40 PM Ask9:50:40 PM Underlying Strike price Expiration date Option type
7.650EUR -1.54% -
Bid Size: -		 -
Ask Size: -		 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: 2.83
Leverage: Yes

Calculated values

Fair value: 7.80
Intrinsic value: 7.77
Implied volatility: 1.02
Historic volatility: 0.29
Parity: 7.77
Time value: 0.09
Break-even: 223.60
Moneyness: 1.54
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.09
Spread %: 1.16%
Delta: 0.97
Theta: -0.10
Omega: 2.76
Rho: 0.08
 

Quote data

Open: 7.660
High: 7.780
Low: 7.610
Previous Close: 7.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.38%
1 Month
  -12.57%
3 Months  
+70.76%
YTD  
+71.91%
1 Year  
+175.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.000 7.650
1M High / 1M Low: 8.750 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:   7.798
Avg. volume 1W:   0.000
Avg. price 1M:   8.049
Avg. volume 1M:   0.000
Avg. price 6M:   5.349
Avg. volume 6M:   0.000
Avg. price 1Y:   4.613
Avg. volume 1Y:   0.000
Volatility 1M:   46.59%
Volatility 6M:   104.84%
Volatility 1Y:   107.75%
Volatility 3Y:   -