UBS Call 155 ADS 17.06.2024
/ CH1243984114
UBS Call 155 ADS 17.06.2024/ CH1243984114 /
| 17/05/2024 09:29:52 |
Chg.+0.080 |
Bid09:41:11 |
Ask09:39:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.500EUR |
+1.08% |
-
Bid Size: - |
-
Ask Size: - |
ADIDAS AG NA O.N. |
155.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UL2M8F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
20/01/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.48 |
| Intrinsic value: |
7.47 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.28 |
| Parity: |
7.47 |
| Time value: |
0.05 |
| Break-even: |
230.20 |
| Moneyness: |
1.48 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
0.80% |
| Delta: |
0.98 |
| Theta: |
-0.22 |
| Omega: |
2.99 |
| Rho: |
0.02 |
Quote data
| Open: |
7.400 |
| High: |
7.500 |
| Low: |
7.400 |
| Previous Close: |
7.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.01% |
| 3 Months |
|
|
+104.36% |
| YTD |
|
|
+106.61% |
| 1 Year |
|
|
+196.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.600 |
6.860 |
| 6M High / 6M Low: |
7.760 |
1.650 |
| High (YTD): |
29/04/2024 |
7.760 |
| Low (YTD): |
01/02/2024 |
1.650 |
| 52W High: |
29/04/2024 |
7.760 |
| 52W Low: |
01/02/2024 |
1.650 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.798 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
61.40% |
| Volatility 6M: |
|
160.47% |
| Volatility 1Y: |
|
137.00% |
| Volatility 3Y: |
|
- |
