UBS Call 104.351 AIR 17.06.2024
/ CH1223935508
UBS Call 104.351 AIR 17.06.2024/ CH1223935508 /
| 07/06/2024 19:29:43 |
Chg.-0.240 |
Bid19:53:47 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.640EUR |
-4.92% |
4.630
Bid Size: 5,000 |
-
Ask Size: - |
AIRBUS |
104.3511 EUR |
17/06/2024 |
Call |
Master data
| WKN: |
UK83WS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
104.35 EUR |
| Maturity: |
17/06/2024 |
| Issue date: |
18/10/2022 |
| Last trading day: |
14/06/2024 |
| Ratio: |
9.94:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.60 |
| Intrinsic value: |
4.59 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.18 |
| Parity: |
4.59 |
| Time value: |
0.05 |
| Break-even: |
150.47 |
| Moneyness: |
1.44 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.97 |
| Theta: |
-0.13 |
| Omega: |
3.16 |
| Rho: |
0.02 |
Quote data
| Open: |
4.840 |
| High: |
4.840 |
| Low: |
4.520 |
| Previous Close: |
4.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.42% |
| 1 Month |
|
|
-21.09% |
| 3 Months |
|
|
-12.45% |
| YTD |
|
|
+24.73% |
| 1 Year |
|
|
+45.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.090 |
4.640 |
| 1M High / 1M Low: |
5.880 |
4.640 |
| 6M High / 6M Low: |
6.680 |
3.460 |
| High (YTD): |
27/03/2024 |
6.680 |
| Low (YTD): |
03/01/2024 |
3.460 |
| 52W High: |
27/03/2024 |
6.680 |
| 52W Low: |
13/10/2023 |
2.320 |
| Avg. price 1W: |
|
4.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.412 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.015 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.033 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
45.61% |
| Volatility 6M: |
|
56.93% |
| Volatility 1Y: |
|
61.14% |
| Volatility 3Y: |
|
- |
