UBS Call 149.073 AIR 17.06.2024
/ CH1267668189
UBS Call 149.073 AIR 17.06.2024/ CH1267668189 /
| 31/05/2024 19:27:05 |
Chg.-0.330 |
Bid19:55:25 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-28.70% |
0.820
Bid Size: 5,000 |
-
Ask Size: - |
AIRBUS |
149.0729 EUR |
17/06/2024 |
Call |
Master data
| WKN: |
UL4CAX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
149.07 EUR |
| Maturity: |
17/06/2024 |
| Issue date: |
04/05/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
9.94:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
0.69 |
| Time value: |
0.19 |
| Break-even: |
157.82 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.12 |
| Omega: |
13.44 |
| Rho: |
0.05 |
Quote data
| Open: |
1.080 |
| High: |
1.120 |
| Low: |
0.800 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.51% |
| 1 Month |
|
|
-9.89% |
| 3 Months |
|
|
-4.65% |
| YTD |
|
|
+57.69% |
| 1 Year |
|
|
+6.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.820 |
| 1M High / 1M Low: |
1.520 |
0.820 |
| 6M High / 6M Low: |
2.300 |
0.430 |
| High (YTD): |
27/03/2024 |
2.300 |
| Low (YTD): |
03/01/2024 |
0.430 |
| 52W High: |
27/03/2024 |
2.300 |
| 52W Low: |
16/10/2023 |
0.250 |
| Avg. price 1W: |
|
1.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.078 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.805 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
198.45% |
| Volatility 6M: |
|
189.69% |
| Volatility 1Y: |
|
170.89% |
| Volatility 3Y: |
|
- |
