UBS Call 145 GE 21.06.2024
/ CH1326143091
UBS Call 145 GE 21.06.2024/ CH1326143091 /
| 2024-05-24 7:36:50 PM |
Chg.+0.530 |
Bid8:15:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.970EUR |
+9.74% |
-
Bid Size: - |
-
Ask Size: - |
GE Aerospace |
145.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UM1QZA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
GE Aerospace |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
3.52 |
| Historic volatility: |
0.23 |
| Parity: |
1.72 |
| Time value: |
3.97 |
| Break-even: |
191.15 |
| Moneyness: |
1.13 |
| Premium: |
0.26 |
| Premium p.a.: |
46.48 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.72 |
| Theta: |
-1.01 |
| Omega: |
1.91 |
| Rho: |
0.03 |
Quote data
| Open: |
5.380 |
| High: |
5.970 |
| Low: |
5.360 |
| Previous Close: |
5.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.74% |
| 1 Month |
|
|
+15.47% |
| 3 Months |
|
|
+264.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.970 |
5.440 |
| 1M High / 1M Low: |
6.090 |
4.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.705 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
