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UBS Call 31.5 IFX 17.06.2024/  CH1234562697  /

UBS Investment Bank
2024-05-02  1:10:41 PM Chg.-0.016 Bid1:10:41 PM Ask1:10:41 PM Underlying Strike price Expiration date Option type
0.216EUR -6.90% 0.216
Bid Size: 100,000		 0.226
Ask Size: 100,000		 INFINEON TECH.AG NA ... 31.50 - 2024-06-17 Call
 

Master data

WKN: UK92Z5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 31.50 -
Maturity: 2024-06-17
Issue date: 2022-12-02
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.09
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.12
Implied volatility: 0.38
Historic volatility: 0.34
Parity: 0.12
Time value: 0.13
Break-even: 34.00
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 7.76%
Delta: 0.65
Theta: -0.02
Omega: 8.50
Rho: 0.02
 

Quote data

Open: 0.220
High: 0.230
Low: 0.198
Previous Close: 0.232
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.55%
1 Month  
+27.06%
3 Months
  -46.00%
YTD
  -71.20%
1 Year
  -67.27%
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.232
1M High / 1M Low: 0.340 0.114
6M High / 6M Low: 0.840 0.114
High (YTD): 2024-01-02 0.670
Low (YTD): 2024-04-23 0.114
52W High: 2023-07-31 1.080
52W Low: 2024-04-23 0.114
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.410
Avg. volume 6M:   0.000
Avg. price 1Y:   0.523
Avg. volume 1Y:   0.000
Volatility 1M:   422.53%
Volatility 6M:   244.36%
Volatility 1Y:   191.79%
Volatility 3Y:   -