UBS Call 165 FOO 21.06.2024
/ CH1198389327
UBS Call 165 FOO 21.06.2024/ CH1198389327 /
| 2024-06-14 6:16:25 PM |
Chg.+0.220 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.220EUR |
+3.67% |
-
Bid Size: - |
-
Ask Size: - |
SALESFORCE INC. DL... |
165.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK5FZ7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SALESFORCE INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.18 |
| Intrinsic value: |
5.17 |
| Implied volatility: |
3.04 |
| Historic volatility: |
0.31 |
| Parity: |
5.17 |
| Time value: |
1.05 |
| Break-even: |
227.20 |
| Moneyness: |
1.31 |
| Premium: |
0.05 |
| Premium p.a.: |
16.94 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-1.89 |
| Omega: |
2.84 |
| Rho: |
0.02 |
Quote data
| Open: |
6.060 |
| High: |
6.580 |
| Low: |
5.940 |
| Previous Close: |
6.000 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.13% |
| 1 Month |
|
|
-45.25% |
| 3 Months |
|
|
-48.64% |
| YTD |
|
|
-35.21% |
| 1 Year |
|
|
+5.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.170 |
6.000 |
| 1M High / 1M Low: |
11.360 |
6.000 |
| 6M High / 6M Low: |
14.310 |
6.000 |
| High (YTD): |
2024-03-01 |
14.310 |
| Low (YTD): |
2024-06-13 |
6.000 |
| 52W High: |
2024-03-01 |
14.310 |
| 52W Low: |
2023-10-27 |
4.370 |
| Avg. price 1W: |
|
6.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.655 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.872 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
8.377 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
134.05% |
| Volatility 6M: |
|
77.92% |
| Volatility 1Y: |
|
76.16% |
| Volatility 3Y: |
|
- |
