UBS Call 135 FOO 21.06.2024
/ CH1230102746
UBS Call 135 FOO 21.06.2024/ CH1230102746 /
2024-06-14 7:26:53 PM |
Chg.+0.070 |
Bid9:56:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.030EUR |
+0.78% |
- Bid Size: - |
- 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: |
2.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.17 |
Intrinsic value: |
8.17 |
Implied volatility: |
4.05 |
Historic volatility: |
0.31 |
Parity: |
8.17 |
Time value: |
0.86 |
Break-even: |
225.30 |
Moneyness: |
1.60 |
Premium: |
0.04 |
Premium p.a.: |
9.76 |
Spread abs.: |
0.03 |
Spread %: |
0.33% |
Delta: |
0.88 |
Theta: |
-1.89 |
Omega: |
2.11 |
Rho: |
0.02 |
Quote data
Open: |
8.840 |
High: |
9.170 |
Low: |
8.840 |
Previous Close: |
8.960 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.33% |
1 Month |
|
|
-35.59% |
3 Months |
|
|
-39.60% |
YTD |
|
|
-25.80% |
1 Year |
|
|
+11.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.980 |
8.960 |
1M High / 1M Low: |
14.050 |
8.430 |
6M High / 6M Low: |
17.140 |
8.430 |
High (YTD): |
2024-03-01 |
17.140 |
Low (YTD): |
2024-05-31 |
8.430 |
52W High: |
2024-03-01 |
17.140 |
52W Low: |
2023-10-26 |
6.570 |
Avg. price 1W: |
|
9.436 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
11.400 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
13.583 |
Avg. volume 6M: |
|
.121 |
Avg. price 1Y: |
|
10.917 |
Avg. volume 1Y: |
|
1.719 |
Volatility 1M: |
|
126.58% |
Volatility 6M: |
|
66.86% |
Volatility 1Y: |
|
61.16% |
Volatility 3Y: |
|
- |