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UBS Call 149.073 AIR 17.06.2024/  CH1267668189  /

Frankfurt Zert./UBS
2024-05-17  2:06:24 PM Chg.-0.010 Bid2:31:44 PM Ask- Underlying Strike price Expiration date Option type
1.160EUR -0.85% 1.180
Bid Size: 10,000		 -
Ask Size: -		 AIRBUS 149.0729 EUR 2024-06-17 Call
 

Master data

WKN: UL4CAX
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: AIRBUS
Type: Warrant
Option type: Call
Strike price: 149.07 EUR
Maturity: 2024-06-17
Issue date: 2023-05-04
Last trading day: 2024-06-14
Ratio: 9.94:1
Exercise type: American
Quanto: -
Gearing: 13.67
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.99
Implied volatility: 0.27
Historic volatility: 0.18
Parity: 0.99
Time value: 0.18
Break-even: 160.70
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: -0.06
Omega: 11.19
Rho: 0.10
 

Quote data

Open: 1.190
High: 1.210
Low: 1.150
Previous Close: 1.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.12%
1 Month
  -19.44%
3 Months  
+93.33%
YTD  
+123.08%
1 Year  
+34.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 1.120
1M High / 1M Low: 1.670 0.910
6M High / 6M Low: 2.300 0.360
High (YTD): 2024-03-27 2.300
Low (YTD): 2024-01-03 0.430
52W High: 2024-03-27 2.300
52W Low: 2023-10-16 0.250
Avg. price 1W:   1.218
Avg. volume 1W:   0.000
Avg. price 1M:   1.288
Avg. volume 1M:   0.000
Avg. price 6M:   1.012
Avg. volume 6M:   0.000
Avg. price 1Y:   0.787
Avg. volume 1Y:   0.000
Volatility 1M:   166.38%
Volatility 6M:   182.77%
Volatility 1Y:   167.00%
Volatility 3Y:   -