UBS Call 154.042 AIR 17.06.2024
/ CH1272042461
UBS Call 154.042 AIR 17.06.2024/ CH1272042461 /
2024-04-19 10:26:25 AM |
Chg.-0.080 |
Bid11:04:42 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
-7.55% |
- Bid Size: - |
- Ask Size: - |
AIRBUS |
154.042 - |
2024-06-17 |
Call |
Master data
WKN: |
UL6K3P |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
AIRBUS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
154.04 - |
Maturity: |
2024-06-17 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-04-22 |
Ratio: |
9.94:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.34 |
Historic volatility: |
0.18 |
Parity: |
0.30 |
Time value: |
0.69 |
Break-even: |
163.88 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.60 |
Theta: |
-0.09 |
Omega: |
9.61 |
Rho: |
0.11 |
Quote data
Open: |
0.930 |
High: |
0.980 |
Low: |
0.930 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-46.15% |
3 Months |
|
|
+60.66% |
YTD |
|
|
+164.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.730 |
0.980 |
6M High / 6M Low: |
1.860 |
0.198 |
High (YTD): |
2024-03-27 |
1.860 |
Low (YTD): |
2024-01-03 |
0.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.275 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.666 |
Avg. volume 6M: |
|
212.500 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.13% |
Volatility 6M: |
|
204.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |