UBS Call 104.351 AIR 17.06.2024
/ CH1223935508
UBS Call 104.351 AIR 17.06.2024/ CH1223935508 /
| 2024-06-07 9:54:43 PM |
Chg.-0.240 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.620EUR |
-4.94% |
-
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: |
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: |
4.950 |
| High: |
4.970 |
| Low: |
4.480 |
| Previous Close: |
4.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
-21.56% |
| 3 Months |
|
|
-12.67% |
| YTD |
|
|
+24.19% |
| 1 Year |
|
|
+44.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.150 |
4.620 |
| 1M High / 1M Low: |
5.890 |
4.620 |
| 6M High / 6M Low: |
6.700 |
3.420 |
| 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: |
|
4.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.014 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.036 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
42.97% |
| Volatility 6M: |
|
58.76% |
| Volatility 1Y: |
|
62.09% |
| Volatility 3Y: |
|
- |
