UBS Call 149.073 AIR 17.06.2024
/ CH1267668189
UBS Call 149.073 AIR 17.06.2024/ CH1267668189 /
17/05/2024 19:28:40 |
Chg.+0.040 |
Bid19:45:45 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.210EUR |
+3.42% |
1.210 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: |
13.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
0.99 |
Time value: |
0.18 |
Break-even: |
160.70 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.82 |
Theta: |
-0.06 |
Omega: |
11.19 |
Rho: |
0.10 |
Quote data
Open: |
1.190 |
High: |
1.210 |
Low: |
1.150 |
Previous Close: |
1.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
-15.97% |
3 Months |
|
|
+101.67% |
YTD |
|
|
+132.69% |
1 Year |
|
|
+40.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.320 |
1.120 |
1M High / 1M Low: |
1.670 |
0.910 |
6M High / 6M Low: |
2.300 |
0.360 |
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: |
|
1.218 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.288 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.012 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.787 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
166.38% |
Volatility 6M: |
|
182.77% |
Volatility 1Y: |
|
167.00% |
Volatility 3Y: |
|
- |