UBS Call 104.351 AIR 17.06.2024
/ CH1223935508
UBS Call 104.351 AIR 17.06.2024/ CH1223935508 /
2024-05-24 9:50:00 PM |
Chg.-0.110 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.550EUR |
-1.94% |
- Bid Size: - |
- Ask Size: - |
AIRBUS |
104.3511 EUR |
2024-06-17 |
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: |
2024-06-17 |
Issue date: |
2022-10-18 |
Last trading day: |
2024-06-14 |
Ratio: |
9.94:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.53 |
Intrinsic value: |
5.51 |
Implied volatility: |
0.79 |
Historic volatility: |
0.18 |
Parity: |
5.51 |
Time value: |
0.04 |
Break-even: |
159.52 |
Moneyness: |
1.52 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.03 |
Omega: |
2.85 |
Rho: |
0.06 |
Quote data
Open: |
5.640 |
High: |
5.660 |
Low: |
5.480 |
Previous Close: |
5.660 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.18% |
1 Month |
|
|
+0.18% |
3 Months |
|
|
+26.71% |
YTD |
|
|
+49.19% |
1 Year |
|
|
+85.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.790 |
5.550 |
1M High / 1M Low: |
5.890 |
5.030 |
6M High / 6M Low: |
6.700 |
3.190 |
High (YTD): |
2024-03-27 |
6.700 |
Low (YTD): |
2024-01-03 |
3.450 |
52W High: |
2024-03-27 |
6.700 |
52W Low: |
2023-10-20 |
2.300 |
Avg. price 1W: |
|
5.674 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.509 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.881 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.949 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
44.77% |
Volatility 6M: |
|
58.97% |
Volatility 1Y: |
|
62.40% |
Volatility 3Y: |
|
- |