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UBS Call 185 ADS 17.06.2024/  CH1247512853  /

UBS Investment Bank
2024-05-09  1:11:32 PM Chg.+0.090 Bid1:11:32 PM Ask1:11:32 PM Underlying Strike price Expiration date Option type
3.850EUR +2.39% 3.850
Bid Size: 50,000		 3.880
Ask Size: 50,000		 ADIDAS AG NA O.N. 185.00 - 2024-06-17 Call
 

Master data

WKN: UL1UL2
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 185.00 -
Maturity: 2024-06-17
Issue date: 2023-02-06
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.78
Leverage: Yes

Calculated values

Fair value: 3.84
Intrinsic value: 3.75
Implied volatility: 0.31
Historic volatility: 0.29
Parity: 3.75
Time value: 0.10
Break-even: 223.50
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.09
Spread %: 2.39%
Delta: 0.97
Theta: -0.04
Omega: 5.62
Rho: 0.19
 

Quote data

Open: 3.740
High: 3.890
Low: 3.580
Previous Close: 3.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.51%
1 Month  
+82.46%
3 Months  
+420.27%
YTD  
+136.20%
1 Year  
+137.65%
3 Years     -
5 Years     -
1W High / 1W Low: 4.080 3.760
1M High / 1M Low: 4.810 1.710
6M High / 6M Low: 4.810 0.540
High (YTD): 2024-04-29 4.810
Low (YTD): 2024-01-19 0.540
52W High: 2024-04-29 4.810
52W Low: 2024-01-19 0.540
Avg. price 1W:   3.930
Avg. volume 1W:   0.000
Avg. price 1M:   3.570
Avg. volume 1M:   0.000
Avg. price 6M:   1.908
Avg. volume 6M:   0.000
Avg. price 1Y:   1.745
Avg. volume 1Y:   0.000
Volatility 1M:   206.00%
Volatility 6M:   226.72%
Volatility 1Y:   200.23%
Volatility 3Y:   -