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UBS Call 166 PRG 20.09.2024/  CH1272032595  /

EUWAX
2024-06-25  11:48:14 AM Chg.- Bid9:36:25 PM Ask9:36:25 PM Underlying Strike price Expiration date Option type
0.640EUR - 0.550
Bid Size: 10,000		 0.630
Ask Size: 10,000		 PROCTER GAMBLE 166.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.13
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.13
Parity: -1.02
Time value: 0.62
Break-even: 172.20
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.53
Spread abs.: 0.08
Spread %: 14.81%
Delta: 0.39
Theta: -0.06
Omega: 9.87
Rho: 0.13
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month  
+16.36%
3 Months  
+39.13%
YTD  
+213.73%
1 Year  
+1.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.640
1M High / 1M Low: 0.690 0.280
6M High / 6M Low: 0.700 0.204
High (YTD): 2024-05-22 0.700
Low (YTD): 2024-01-22 0.246
52W High: 2023-08-02 0.970
52W Low: 2023-12-29 0.204
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.549
Avg. volume 1M:   0.000
Avg. price 6M:   0.479
Avg. volume 6M:   0.000
Avg. price 1Y:   0.550
Avg. volume 1Y:   0.000
Volatility 1M:   526.94%
Volatility 6M:   286.31%
Volatility 1Y:   225.30%
Volatility 3Y:   -