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UBS Call 172 3V64 21.06.2024/  CH1220092972  /

EUWAX
2024-05-27  9:24:35 AM Chg.-0.03 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
9.40EUR -0.32% -
Bid Size: -		 -
Ask Size: -		 VISA INC. CL. A DL -... 172.00 - 2024-06-21 Call
 

Master data

WKN: UK7V76
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VISA INC. CL. A DL -,0001
Type: Warrant
Option type: Call
Strike price: 172.00 -
Maturity: 2024-06-21
Issue date: 2022-10-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.68
Leverage: Yes

Calculated values

Fair value: 8.15
Intrinsic value: 8.11
Implied volatility: 1.91
Historic volatility: 0.12
Parity: 8.11
Time value: 1.32
Break-even: 266.30
Moneyness: 1.47
Premium: 0.05
Premium p.a.: 1.10
Spread abs.: -0.05
Spread %: -0.53%
Delta: 0.85
Theta: -0.61
Omega: 2.28
Rho: 0.08
 

Quote data

Open: 9.40
High: 9.40
Low: 9.40
Previous Close: 9.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.37%
1 Month
  -2.29%
3 Months
  -10.31%
YTD  
+12.31%
1 Year  
+49.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.83 9.40
1M High / 1M Low: 10.18 8.96
6M High / 6M Low: 11.12 7.84
High (YTD): 2024-03-22 11.12
Low (YTD): 2024-01-03 8.23
52W High: 2024-03-22 11.12
52W Low: 2023-05-31 5.85
Avg. price 1W:   9.58
Avg. volume 1W:   0.00
Avg. price 1M:   9.64
Avg. volume 1M:   0.00
Avg. price 6M:   9.50
Avg. volume 6M:   0.00
Avg. price 1Y:   8.19
Avg. volume 1Y:   0.00
Volatility 1M:   36.90%
Volatility 6M:   33.87%
Volatility 1Y:   38.96%
Volatility 3Y:   -