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UBS Call 135 FOO 21.06.2024/  CH1230102746  /

UBS Investment Bank
2024-06-18  9:13:02 AM Chg.+0.050 Bid9:13:02 AM Ask- Underlying Strike price Expiration date Option type
8.930EUR +0.56% 8.930
Bid Size: 5,000		 -
Ask Size: -		 SALESFORCE INC. DL... 135.00 - 2024-06-21 Call
 

Master data

WKN: UK81VG
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SALESFORCE INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2024-06-21
Issue date: 2022-11-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.42
Leverage: Yes

Calculated values

Fair value: 7.96
Intrinsic value: 7.96
Implied volatility: 5.82
Historic volatility: 0.31
Parity: 7.96
Time value: 0.92
Break-even: 223.80
Moneyness: 1.59
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -3.92
Omega: 2.11
Rho: 0.01
 

Quote data

Open: 8.920
High: 8.940
Low: 8.900
Previous Close: 8.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month
  -35.80%
3 Months
  -42.31%
YTD
  -26.74%
1 Year  
+10.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.870 8.790
1M High / 1M Low: 14.050 7.440
6M High / 6M Low: 17.030 7.440
High (YTD): 2024-03-01 17.030
Low (YTD): 2024-05-30 7.440
52W High: 2024-03-01 17.030
52W Low: 2023-10-27 6.630
Avg. price 1W:   9.182
Avg. volume 1W:   0.000
Avg. price 1M:   10.739
Avg. volume 1M:   0.000
Avg. price 6M:   13.505
Avg. volume 6M:   0.000
Avg. price 1Y:   10.905
Avg. volume 1Y:   0.000
Volatility 1M:   175.71%
Volatility 6M:   80.83%
Volatility 1Y:   70.20%
Volatility 3Y:   -