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UBS Call 166 PRG 20.09.2024/  CH1272032595  /

EUWAX
8/8/2024  9:21:49 AM Chg.+0.060 Bid7:47:09 PM Ask7:47:09 PM Underlying Strike price Expiration date Option type
0.600EUR +11.11% 0.690
Bid Size: 10,000		 0.770
Ask Size: 10,000		 PROCTER GAMBLE 166.00 - 9/20/2024 Call
 

Master data

WKN: UL6MK7
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 166.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.03
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.13
Parity: -1.04
Time value: 0.74
Break-even: 173.40
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 1.51
Spread abs.: 0.09
Spread %: 13.85%
Delta: 0.40
Theta: -0.13
Omega: 8.50
Rho: 0.07
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+341.18%
1 Month  
+57.89%
3 Months
  -3.23%
YTD  
+194.12%
1 Year
  -35.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.136
1M High / 1M Low: 0.700 0.136
6M High / 6M Low: 0.700 0.136
High (YTD): 7/30/2024 0.700
Low (YTD): 8/1/2024 0.136
52W High: 8/9/2023 0.950
52W Low: 8/1/2024 0.136
Avg. price 1W:   0.423
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   0.000
Avg. price 6M:   0.503
Avg. volume 6M:   0.000
Avg. price 1Y:   0.518
Avg. volume 1Y:   0.000
Volatility 1M:   598.25%
Volatility 6M:   356.27%
Volatility 1Y:   286.48%
Volatility 3Y:   -