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UBS Call 31 IFX 17.06.2024/  CH1234562689  /

EUWAX
22/05/2024  08:40:45 Chg.-0.110 Bid19:32:24 Ask19:32:24 Underlying Strike price Expiration date Option type
0.540EUR -16.92% 0.660
Bid Size: 20,000		 0.680
Ask Size: 20,000		 INFINEON TECH.AG NA ... 31.00 - 17/06/2024 Call
 

Master data

WKN: UK901K
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 31.00 -
Maturity: 17/06/2024
Issue date: 02/12/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.38
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.54
Implied volatility: 0.51
Historic volatility: 0.36
Parity: 0.54
Time value: 0.04
Break-even: 36.70
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.89
Theta: -0.02
Omega: 5.71
Rho: 0.02
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+250.65%
3 Months  
+25.58%
YTD
  -30.77%
1 Year
  -35.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.580
1M High / 1M Low: 0.710 0.134
6M High / 6M Low: 0.890 0.134
High (YTD): 02/01/2024 0.720
Low (YTD): 23/04/2024 0.134
52W High: 31/07/2023 1.120
52W Low: 23/04/2024 0.134
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   0.462
Avg. volume 6M:   0.000
Avg. price 1Y:   0.542
Avg. volume 1Y:   0.000
Volatility 1M:   545.83%
Volatility 6M:   282.66%
Volatility 1Y:   223.38%
Volatility 3Y:   -