UBS Call 149.073 AIR 17.06.2024
/ CH1267668189
UBS Call 149.073 AIR 17.06.2024/ CH1267668189 /
| 2024-04-29 7:29:10 PM |
Chg.-0.140 |
Bid9:02:00 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-11.48% |
1.130
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: |
14.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.69 |
| Time value: |
0.40 |
| Break-even: |
159.91 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
0.70 |
| Theta: |
-0.07 |
| Omega: |
10.10 |
| Rho: |
0.13 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
1.010 |
| Previous Close: |
1.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.33% |
| 1 Month |
|
|
-52.00% |
| 3 Months |
|
|
+24.14% |
| YTD |
|
|
+107.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.080 |
| 1M High / 1M Low: |
2.160 |
1.080 |
| 6M High / 6M Low: |
2.300 |
0.280 |
| High (YTD): |
2024-03-27 |
2.300 |
| Low (YTD): |
2024-01-03 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.921 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.87% |
| Volatility 6M: |
|
182.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
