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UBS Call 160 FOO 21.06.2024/  CH1213879534  /

UBS Investment Bank
2024-06-14  6:16:39 PM Chg.+0.220 Bid- Ask- Underlying Strike price Expiration date Option type
6.680EUR +3.41% -
Bid Size: -		 -
Ask Size: -		 SALESFORCE INC. DL... 160.00 - 2024-06-21 Call
 

Master data

WKN: UK4PHT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SALESFORCE INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-09-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.24
Leverage: Yes

Calculated values

Fair value: 5.68
Intrinsic value: 5.67
Implied volatility: 3.20
Historic volatility: 0.31
Parity: 5.67
Time value: 1.01
Break-even: 226.80
Moneyness: 1.35
Premium: 0.05
Premium p.a.: 15.12
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.83
Theta: -1.90
Omega: 2.69
Rho: 0.02
 

Quote data

Open: 6.530
High: 7.050
Low: 6.430
Previous Close: 6.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.45%
1 Month
  -43.49%
3 Months
  -46.82%
YTD
  -33.40%
1 Year  
+6.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.630 6.460
1M High / 1M Low: 11.820 5.170
6M High / 6M Low: 14.760 5.170
High (YTD): 2024-03-01 14.760
Low (YTD): 2024-05-30 5.170
52W High: 2024-03-01 14.760
52W Low: 2023-10-27 4.720
Avg. price 1W:   7.080
Avg. volume 1W:   0.000
Avg. price 1M:   8.943
Avg. volume 1M:   0.000
Avg. price 6M:   11.273
Avg. volume 6M:   0.000
Avg. price 1Y:   8.773
Avg. volume 1Y:   0.000
Volatility 1M:   212.50%
Volatility 6M:   100.75%
Volatility 1Y:   87.03%
Volatility 3Y:   -