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UBS Call 165 DB1 17.06.2024/  CH1213915148  /

UBS Investment Bank
2024-05-24  9:11:29 AM Chg.+0.010 Bid9:11:29 AM Ask9:11:29 AM Underlying Strike price Expiration date Option type
1.980EUR +0.51% 1.980
Bid Size: 10,000		 1.990
Ask Size: 10,000		 DEUTSCHE BOERSE NA O... 165.00 - 2024-06-17 Call
 

Master data

WKN: UK8C7G
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.11
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 1.99
Implied volatility: 0.18
Historic volatility: 0.15
Parity: 1.99
Time value: 0.05
Break-even: 185.30
Moneyness: 1.12
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 1.50%
Delta: 0.99
Theta: -0.02
Omega: 9.04
Rho: 0.11
 

Quote data

Open: 1.950
High: 2.040
Low: 1.930
Previous Close: 1.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month  
+17.16%
3 Months
  -30.53%
YTD
  -22.96%
1 Year  
+7.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.040 1.900
1M High / 1M Low: 2.350 1.570
6M High / 6M Low: 3.110 1.570
High (YTD): 2024-02-29 3.110
Low (YTD): 2024-05-14 1.570
52W High: 2024-02-29 3.110
52W Low: 2023-10-27 0.690
Avg. price 1W:   1.984
Avg. volume 1W:   0.000
Avg. price 1M:   1.899
Avg. volume 1M:   0.000
Avg. price 6M:   2.308
Avg. volume 6M:   0.000
Avg. price 1Y:   1.848
Avg. volume 1Y:   0.000
Volatility 1M:   142.22%
Volatility 6M:   106.80%
Volatility 1Y:   106.18%
Volatility 3Y:   -