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UBS Call 166 PRG 20.09.2024/  CH1272032595  /

EUWAX
7/11/2024  9:26:42 AM Chg.+0.050 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.460EUR +12.20% -
Bid Size: -		 -
Ask Size: -		 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: 27.49
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.12
Parity: -1.20
Time value: 0.56
Break-even: 171.60
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.75
Spread abs.: 0.08
Spread %: 16.67%
Delta: 0.36
Theta: -0.07
Omega: 10.00
Rho: 0.10
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.32%
1 Month
  -26.98%
3 Months  
+64.29%
YTD  
+125.49%
1 Year
  -24.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.370
1M High / 1M Low: 0.680 0.280
6M High / 6M Low: 0.700 0.246
High (YTD): 5/22/2024 0.700
Low (YTD): 1/22/2024 0.246
52W High: 8/2/2023 0.970
52W Low: 12/29/2023 0.204
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   0.491
Avg. volume 6M:   0.000
Avg. price 1Y:   0.538
Avg. volume 1Y:   0.000
Volatility 1M:   525.03%
Volatility 6M:   286.08%
Volatility 1Y:   230.96%
Volatility 3Y:   -