UBS Call 170 ADS 17.06.2024
/ CH1243984148
UBS Call 170 ADS 17.06.2024/ CH1243984148 /
| 17/05/2024 09:41:06 |
Chg.+0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.970EUR |
+1.02% |
-
Bid Size: - |
-
Ask Size: - |
ADIDAS AG NA O.N. |
170.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UL2RH6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
20/01/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.59 |
| Intrinsic value: |
5.58 |
| Implied volatility: |
2.39 |
| Historic volatility: |
0.28 |
| Parity: |
5.58 |
| Time value: |
0.45 |
| Break-even: |
230.30 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
3.22 |
| Spread abs.: |
0.06 |
| Spread %: |
1.01% |
| Delta: |
0.88 |
| Theta: |
-1.31 |
| Omega: |
3.28 |
| Rho: |
0.02 |
Quote data
| Open: |
5.880 |
| High: |
6.050 |
| Low: |
5.870 |
| Previous Close: |
5.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.35% |
| 3 Months |
|
|
+116.30% |
| YTD |
|
|
+136.90% |
| 1 Year |
|
|
+157.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.100 |
5.390 |
| 6M High / 6M Low: |
6.270 |
1.090 |
| High (YTD): |
29/04/2024 |
6.270 |
| Low (YTD): |
19/01/2024 |
1.090 |
| 52W High: |
29/04/2024 |
6.270 |
| 52W Low: |
19/01/2024 |
1.090 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.099 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.747 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
74.57% |
| Volatility 6M: |
|
163.80% |
| Volatility 1Y: |
|
149.97% |
| Volatility 3Y: |
|
- |
