UBS Call 119.258 AIR 17.06.2024
/ CH1215597589
UBS Call 119.258 AIR 17.06.2024/ CH1215597589 /
| 5/27/2024 6:22:59 PM |
Chg.+0.02 |
Bid8:07:22 PM |
Ask8:07:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.08EUR |
+0.49% |
4.08
Bid Size: 5,000 |
-
Ask Size: - |
AIRBUS |
119.2583 EUR |
6/17/2024 |
Call |
Master data
| WKN: |
UK87WM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
119.26 EUR |
| Maturity: |
6/17/2024 |
| Issue date: |
10/28/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
9.94:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.04 |
| Intrinsic value: |
4.01 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.18 |
| Parity: |
4.01 |
| Time value: |
0.05 |
| Break-even: |
159.62 |
| Moneyness: |
1.33 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.05 |
| Omega: |
3.85 |
| Rho: |
0.07 |
Quote data
| Open: |
4.02 |
| High: |
4.08 |
| Low: |
4.00 |
| Previous Close: |
4.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
+4.88% |
| 3 Months |
|
|
+39.73% |
| YTD |
|
|
+71.43% |
| 1 Year |
|
|
+99.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.28 |
4.06 |
| 1M High / 1M Low: |
4.37 |
3.56 |
| 6M High / 6M Low: |
5.16 |
2.00 |
| High (YTD): |
3/27/2024 |
5.16 |
| Low (YTD): |
1/3/2024 |
2.12 |
| 52W High: |
3/27/2024 |
5.16 |
| 52W Low: |
10/13/2023 |
1.31 |
| Avg. price 1W: |
|
4.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.70 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
60.60% |
| Volatility 6M: |
|
81.08% |
| Volatility 1Y: |
|
85.27% |
| Volatility 3Y: |
|
- |
