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UBS Call 149.073 AIR 17.06.2024/  CH1267668189  /

Frankfurt Zert./UBS
2024-06-06  5:44:44 PM Chg.-0.020 Bid5:55:32 PM Ask- Underlying Strike price Expiration date Option type
0.570EUR -3.39% -
Bid Size: -		 -
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: 25.26
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.41
Implied volatility: 0.34
Historic volatility: 0.18
Parity: 0.41
Time value: 0.20
Break-even: 155.14
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.52
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.70
Theta: -0.15
Omega: 17.58
Rho: 0.03
 

Quote data

Open: 0.620
High: 0.620
Low: 0.570
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -50.43%
1 Month
  -48.18%
3 Months
  -55.81%
YTD  
+9.62%
1 Year
  -21.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.580
1M High / 1M Low: 1.520 0.580
6M High / 6M Low: 2.300 0.430
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:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   1.141
Avg. volume 1M:   0.000
Avg. price 6M:   1.077
Avg. volume 6M:   0.000
Avg. price 1Y:   0.804
Avg. volume 1Y:   0.000
Volatility 1M:   201.58%
Volatility 6M:   191.56%
Volatility 1Y:   171.89%
Volatility 3Y:   -