UBS Call 145 ADS 17.06.2024
/ CH1234555790
UBS Call 145 ADS 17.06.2024/ CH1234555790 /
| 2024-05-28 8:39:23 AM |
Chg.-0.03 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.76EUR |
-0.39% |
-
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: |
7.76 |
| High: |
7.76 |
| Low: |
7.76 |
| Previous Close: |
7.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.39% |
| 1 Month |
|
|
-9.56% |
| 3 Months |
|
|
+65.11% |
| YTD |
|
|
+75.57% |
| 1 Year |
|
|
+179.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.29 |
7.59 |
| 1M High / 1M Low: |
8.70 |
7.59 |
| 6M High / 6M Low: |
8.70 |
2.61 |
| High (YTD): |
2024-04-30 |
8.70 |
| Low (YTD): |
2024-01-25 |
2.61 |
| 52W High: |
2024-04-30 |
8.70 |
| 52W Low: |
2023-06-01 |
2.52 |
| Avg. price 1W: |
|
7.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.62 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
48.49% |
| Volatility 6M: |
|
122.08% |
| Volatility 1Y: |
|
117.94% |
| Volatility 3Y: |
|
- |
