OverviewChartNewsTraderScreen

UBS Call 172 3V64 21.06.2024/  CH1220092972  /

EUWAX
2024-06-07  9:42:35 AM Chg.+0.17 Bid6:46:30 PM Ask6:46:30 PM Underlying Strike price Expiration date Option type
9.68EUR +1.79% 9.97
Bid Size: 10,000		 -
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: 2.67
Leverage: Yes

Calculated values

Fair value: 8.26
Intrinsic value: 8.24
Implied volatility: 2.54
Historic volatility: 0.12
Parity: 8.24
Time value: 1.27
Break-even: 267.10
Moneyness: 1.48
Premium: 0.05
Premium p.a.: 2.58
Spread abs.: -0.22
Spread %: -2.26%
Delta: 0.85
Theta: -1.06
Omega: 2.27
Rho: 0.05
 

Quote data

Open: 9.68
High: 9.68
Low: 9.68
Previous Close: 9.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.14%
1 Month  
+3.31%
3 Months
  -5.00%
YTD  
+15.65%
1 Year  
+60.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.51 9.08
1M High / 1M Low: 10.18 8.85
6M High / 6M Low: 11.12 8.17
High (YTD): 2024-03-22 11.12
Low (YTD): 2024-01-03 8.23
52W High: 2024-03-22 11.12
52W Low: 2023-06-09 5.97
Avg. price 1W:   9.26
Avg. volume 1W:   0.00
Avg. price 1M:   9.58
Avg. volume 1M:   0.00
Avg. price 6M:   9.56
Avg. volume 6M:   0.00
Avg. price 1Y:   8.28
Avg. volume 1Y:   0.00
Volatility 1M:   38.05%
Volatility 6M:   34.53%
Volatility 1Y:   37.76%
Volatility 3Y:   -