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UBS Call 34 IFX 17.06.2024/  CH1234562747  /

UBS Investment Bank
2024-06-10  8:05:00 AM Chg.-0.020 Bid8:05:00 AM Ask- Underlying Strike price Expiration date Option type
0.380EUR -5.00% 0.380
Bid Size: 20,000		 -
Ask Size: -		 INFINEON TECH.AG NA ... 34.00 - 2024-06-17 Call
 

Master data

WKN: UK9SZ0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2024-06-17
Issue date: 2022-12-02
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.27
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.40
Implied volatility: 0.45
Historic volatility: 0.36
Parity: 0.40
Time value: 0.01
Break-even: 38.10
Moneyness: 1.12
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.95
Theta: -0.02
Omega: 8.80
Rho: 0.01
 

Quote data

Open: 0.370
High: 0.380
Low: 0.370
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.71%
1 Month
  -11.63%
3 Months  
+46.15%
YTD
  -33.33%
1 Year
  -46.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.270
1M High / 1M Low: 0.430 0.270
6M High / 6M Low: 0.650 0.048
High (YTD): 2024-01-02 0.490
Low (YTD): 2024-04-23 0.048
52W High: 2023-07-31 0.900
52W Low: 2024-04-23 0.048
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.354
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.361
Avg. volume 1Y:   0.000
Volatility 1M:   299.60%
Volatility 6M:   433.15%
Volatility 1Y:   328.02%
Volatility 3Y:   -