UBS Call 156 APC 21.06.2024
/ CH1206669918
UBS Call 156 APC 21.06.2024/ CH1206669918 /
5/21/2024 5:21:55 PM |
Chg.+0.080 |
Bid5:59:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.420EUR |
+2.40% |
3.400 Bid Size: 50,000 |
- Ask Size: - |
APPLE INC. |
156.00 - |
6/21/2024 |
Call |
Master data
WKN: |
UK47JT |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
APPLE INC. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
156.00 - |
Maturity: |
6/21/2024 |
Issue date: |
9/2/2022 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.04 |
Intrinsic value: |
1.99 |
Implied volatility: |
1.13 |
Historic volatility: |
0.18 |
Parity: |
1.99 |
Time value: |
1.35 |
Break-even: |
189.40 |
Moneyness: |
1.13 |
Premium: |
0.08 |
Premium p.a.: |
1.39 |
Spread abs.: |
0.06 |
Spread %: |
1.83% |
Delta: |
0.70 |
Theta: |
-0.33 |
Omega: |
3.71 |
Rho: |
0.08 |
Quote data
Open: |
3.290 |
High: |
3.440 |
Low: |
3.270 |
Previous Close: |
3.340 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.12% |
1 Month |
|
|
+165.12% |
3 Months |
|
|
+23.02% |
YTD |
|
|
-12.31% |
1 Year |
|
|
+2.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.340 |
2.920 |
1M High / 1M Low: |
3.340 |
1.330 |
6M High / 6M Low: |
4.320 |
1.290 |
High (YTD): |
1/24/2024 |
4.000 |
Low (YTD): |
4/19/2024 |
1.290 |
52W High: |
8/1/2023 |
4.620 |
52W Low: |
4/19/2024 |
1.290 |
Avg. price 1W: |
|
3.182 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.368 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.863 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.193 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
233.07% |
Volatility 6M: |
|
137.24% |
Volatility 1Y: |
|
111.08% |
Volatility 3Y: |
|
- |