UBS Call 145 ADS 17.06.2024
/ CH1234555790
UBS Call 145 ADS 17.06.2024/ CH1234555790 /
| 2024-05-28 9:50:36 PM |
Chg.-0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.640EUR |
-1.67% |
-
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: |
7.750 |
| High: |
7.820 |
| Low: |
7.570 |
| Previous Close: |
7.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.39% |
| 1 Month |
|
|
-10.43% |
| 3 Months |
|
|
+62.90% |
| YTD |
|
|
+71.69% |
| 1 Year |
|
|
+163.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.340 |
7.590 |
| 1M High / 1M Low: |
8.740 |
7.510 |
| 6M High / 6M Low: |
8.740 |
2.630 |
| High (YTD): |
2024-04-29 |
8.740 |
| Low (YTD): |
2024-01-19 |
2.630 |
| 52W High: |
2024-04-29 |
8.740 |
| 52W Low: |
2023-06-01 |
2.520 |
| Avg. price 1W: |
|
7.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.341 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.612 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
54.58% |
| Volatility 6M: |
|
102.26% |
| Volatility 1Y: |
|
106.62% |
| Volatility 3Y: |
|
- |
