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UBS Call 135 FOO 21.06.2024/  CH1230102746  /

Frankfurt Zert./UBS
6/14/2024  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 - 6/21/2024 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: 6/21/2024
Issue date: 11/9/2022
Last trading day: 6/20/2024
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): 3/1/2024 17.140
Low (YTD): 5/31/2024 8.430
52W High: 3/1/2024 17.140
52W Low: 10/26/2023 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:   -