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UBS Call 190 ADS 17.06.2024/  CH1261655257  /

UBS Investment Bank
2024-05-09  1:56:14 PM Chg.+0.080 Bid1:56:14 PM Ask1:56:14 PM Underlying Strike price Expiration date Option type
3.360EUR +2.44% 3.360
Bid Size: 50,000		 3.390
Ask Size: 50,000		 ADIDAS AG NA O.N. 190.00 - 2024-06-17 Call
 

Master data

WKN: UL3DA1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2024-06-17
Issue date: 2023-04-04
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.60
Leverage: Yes

Calculated values

Fair value: 3.37
Intrinsic value: 3.25
Implied volatility: 0.30
Historic volatility: 0.29
Parity: 3.25
Time value: 0.12
Break-even: 223.70
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.09
Spread %: 2.74%
Delta: 0.96
Theta: -0.05
Omega: 6.31
Rho: 0.19
 

Quote data

Open: 3.260
High: 3.410
Low: 3.100
Previous Close: 3.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month  
+90.91%
3 Months  
+479.31%
YTD  
+141.73%
1 Year  
+133.33%
3 Years     -
5 Years     -
1W High / 1W Low: 3.600 3.280
1M High / 1M Low: 4.330 1.390
6M High / 6M Low: 4.330 0.410
High (YTD): 2024-04-29 4.330
Low (YTD): 2024-01-19 0.410
52W High: 2024-04-29 4.330
52W Low: 2024-01-19 0.410
Avg. price 1W:   3.454
Avg. volume 1W:   0.000
Avg. price 1M:   3.136
Avg. volume 1M:   0.000
Avg. price 6M:   1.630
Avg. volume 6M:   0.000
Avg. price 1Y:   1.511
Avg. volume 1Y:   0.000
Volatility 1M:   229.95%
Volatility 6M:   247.22%
Volatility 1Y:   214.98%
Volatility 3Y:   -