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UBS Call 172 3V64 21.06.2024/  CH1220092972  /

UBS Investment Bank
2024-06-14  9:56:40 PM Chg.-0.060 Bid- Ask- Underlying Strike price Expiration date Option type
9.180EUR -0.65% -
Bid Size: -		 -
Ask Size: -		 VISA INC. CL. A DL -... 172.00 - 2024-06-21 Call
 

Master data

WKN: UK7V76
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VISA INC. CL. A DL -,0001
Type: Warrant
Option type: Call
Strike price: 172.00 -
Maturity: 2024-06-21
Issue date: 2022-10-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.73
Leverage: Yes

Calculated values

Fair value: 8.09
Intrinsic value: 8.08
Implied volatility: 3.72
Historic volatility: 0.12
Parity: 8.08
Time value: 1.17
Break-even: 264.50
Moneyness: 1.47
Premium: 0.05
Premium p.a.: 14.53
Spread abs.: 0.07
Spread %: 0.76%
Delta: 0.85
Theta: -2.33
Omega: 2.33
Rho: 0.02
 

Quote data

Open: 9.190
High: 9.300
Low: 8.970
Previous Close: 9.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.74%
1 Month
  -8.57%
3 Months
  -11.73%
YTD  
+10.20%
1 Year  
+45.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.820 9.110
1M High / 1M Low: 10.040 9.030
6M High / 6M Low: 11.110 8.190
High (YTD): 2024-03-21 11.110
Low (YTD): 2024-01-03 8.250
52W High: 2024-03-21 11.110
52W Low: 2023-06-26 6.100
Avg. price 1W:   9.374
Avg. volume 1W:   0.000
Avg. price 1M:   9.505
Avg. volume 1M:   0.000
Avg. price 6M:   9.649
Avg. volume 6M:   0.000
Avg. price 1Y:   8.387
Avg. volume 1Y:   0.000
Volatility 1M:   33.60%
Volatility 6M:   33.28%
Volatility 1Y:   36.91%
Volatility 3Y:   -