UBS Call 148 GE 21.06.2024
/ CH1326143117
UBS Call 148 GE 21.06.2024/ CH1326143117 /
| 2024-03-28 7:27:00 PM |
Chg.-0.370 |
Bid8:56:47 PM |
Ask8:56:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.770EUR |
-11.78% |
-
Bid Size: - |
-
Ask Size: - |
GE Aerospace |
148.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UM1XN4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
GE Aerospace |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
148.00 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: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
1.48 |
| Historic volatility: |
0.23 |
| Parity: |
1.44 |
| Time value: |
1.45 |
| Break-even: |
165.92 |
| Moneyness: |
1.11 |
| Premium: |
0.10 |
| Premium p.a.: |
3.54 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.68 |
| Theta: |
-0.45 |
| Omega: |
3.56 |
| Rho: |
0.04 |
Quote data
| Open: |
3.220 |
| High: |
3.230 |
| Low: |
2.770 |
| Previous Close: |
3.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+91.03% |
| 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: |
|
- |
