UBS Call 142 GE 21.06.2024
/ CH1326143075
UBS Call 142 GE 21.06.2024/ CH1326143075 /
3/28/2024 7:34:53 PM |
Chg.-0.370 |
Bid8:55:55 PM |
Ask8:55:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.260EUR |
-10.19% |
- Bid Size: - |
- Ask Size: - |
GE Aerospace |
142.00 USD |
6/21/2024 |
Call |
Master data
WKN: |
UM15H0 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
GE Aerospace |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
142.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
2/19/2024 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.03 |
Intrinsic value: |
2.00 |
Implied volatility: |
1.62 |
Historic volatility: |
0.23 |
Parity: |
2.00 |
Time value: |
1.39 |
Break-even: |
165.37 |
Moneyness: |
1.15 |
Premium: |
0.09 |
Premium p.a.: |
3.29 |
Spread abs.: |
0.02 |
Spread %: |
0.59% |
Delta: |
0.71 |
Theta: |
-0.48 |
Omega: |
3.18 |
Rho: |
0.04 |
Quote data
Open: |
3.720 |
High: |
3.730 |
Low: |
3.250 |
Previous Close: |
3.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+76.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |