UBS Call 154.042 AIR 17.06.2024
/ CH1272042461
UBS Call 154.042 AIR 17.06.2024/ CH1272042461 /
| 2024-04-19 10:26:25 AM |
Chg.-0.080 |
Bid11:04:42 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-7.55% |
-
Bid Size: - |
-
Ask Size: - |
AIRBUS |
154.042 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL6K3P |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
154.04 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-04-22 |
| Ratio: |
9.94:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
0.49 |
| Time value: |
0.49 |
| Break-even: |
163.78 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.01% |
| Delta: |
0.65 |
| Theta: |
-0.11 |
| Omega: |
10.56 |
| Rho: |
0.08 |
Quote data
| Open: |
0.930 |
| High: |
0.980 |
| Low: |
0.930 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.41% |
| 3 Months |
|
|
+139.02% |
| YTD |
|
|
+164.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.070 |
0.980 |
| 6M High / 6M Low: |
1.860 |
0.260 |
| High (YTD): |
2024-03-27 |
1.860 |
| Low (YTD): |
2024-01-03 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.720 |
| Avg. volume 6M: |
|
240.566 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.93% |
| Volatility 6M: |
|
207.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
