UBS Call 160 APC 21.06.2024
/ CH1206669934
UBS Call 160 APC 21.06.2024/ CH1206669934 /
| 5/17/2024 9:41:23 AM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.820EUR |
-1.05% |
-
Bid Size: - |
-
Ask Size: - |
APPLE INC. |
160.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
9/2/2022 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.18 |
| Parity: |
1.59 |
| Time value: |
1.24 |
| Break-even: |
188.30 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.30 |
| Omega: |
4.27 |
| Rho: |
0.08 |
Quote data
| Open: |
2.830 |
| High: |
2.860 |
| Low: |
2.820 |
| Previous Close: |
2.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.42% |
| 1 Month |
|
|
+171.15% |
| 3 Months |
|
|
+11.90% |
| YTD |
|
|
-21.45% |
| 1 Year |
|
|
-7.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.850 |
2.650 |
| 1M High / 1M Low: |
2.850 |
1.040 |
| 6M High / 6M Low: |
4.030 |
1.040 |
| High (YTD): |
1/23/2024 |
3.660 |
| Low (YTD): |
4/22/2024 |
1.040 |
| 52W High: |
8/1/2023 |
4.320 |
| 52W Low: |
4/22/2024 |
1.040 |
| Avg. price 1W: |
|
2.785 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.971 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.550 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.898 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
219.33% |
| Volatility 6M: |
|
147.24% |
| Volatility 1Y: |
|
116.76% |
| Volatility 3Y: |
|
- |
