UBS Call 160 APC 21.06.2024
/ CH1206669934
UBS Call 160 APC 21.06.2024/ CH1206669934 /
| 2024-05-17 9:19:54 AM |
Chg.-0.030 |
Bid9:41:34 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.830EUR |
-1.05% |
-
Bid Size: - |
-
Ask Size: - |
APPLE INC. |
160.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK4E1Z |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
APPLE INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-02 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.18 |
| Parity: |
1.79 |
| Time value: |
1.04 |
| Break-even: |
188.30 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
2.39 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.71 |
| Theta: |
-0.49 |
| Omega: |
4.43 |
| Rho: |
0.05 |
Quote data
| Open: |
2.840 |
| High: |
2.840 |
| Low: |
2.830 |
| Previous Close: |
2.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+16.46% |
| 3 Months |
|
|
+58.10% |
| YTD |
|
|
-20.73% |
| 1 Year |
|
|
-17.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.880 |
2.050 |
| 6M High / 6M Low: |
4.000 |
1.030 |
| High (YTD): |
2024-01-24 |
3.670 |
| Low (YTD): |
2024-04-19 |
1.030 |
| 52W High: |
2023-08-01 |
4.340 |
| 52W Low: |
2024-04-19 |
1.030 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.471 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.887 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
122.04% |
| Volatility 6M: |
|
161.22% |
| Volatility 1Y: |
|
126.12% |
| Volatility 3Y: |
|
- |
