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UBS Call 144 PRG 20.09.2024/  CH1272032454  /

Frankfurt Zert./UBS
2024-06-28  7:25:31 PM Chg.-0.090 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
2.090EUR -4.13% 2.040
Bid Size: 10,000		 2.120
Ask Size: 10,000		 PROCTER GAMBLE 144.00 - 2024-09-20 Call
 

Master data

WKN: UL6F5B
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 144.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.57
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 1.16
Implied volatility: 0.58
Historic volatility: 0.12
Parity: 1.16
Time value: 1.21
Break-even: 167.70
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 0.38
Spread abs.: 0.17
Spread %: 7.73%
Delta: 0.67
Theta: -0.10
Omega: 4.42
Rho: 0.19
 

Quote data

Open: 2.220
High: 2.240
Low: 2.090
Previous Close: 2.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.06%
1 Month  
+10.58%
3 Months  
+3.47%
YTD  
+106.93%
1 Year  
+26.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.390 2.090
1M High / 1M Low: 2.410 1.890
6M High / 6M Low: 2.450 1.010
High (YTD): 2024-05-16 2.450
Low (YTD): 2024-01-22 1.130
52W High: 2024-05-16 2.450
52W Low: 2023-12-21 0.960
Avg. price 1W:   2.232
Avg. volume 1W:   0.000
Avg. price 1M:   2.236
Avg. volume 1M:   0.000
Avg. price 6M:   1.881
Avg. volume 6M:   0.000
Avg. price 1Y:   1.757
Avg. volume 1Y:   0.000
Volatility 1M:   74.95%
Volatility 6M:   98.80%
Volatility 1Y:   95.84%
Volatility 3Y:   -