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UBS Call 168 PRG 20.09.2024/  CH1272032603  /

EUWAX
9/18/2024  9:30:36 AM Chg.-0.180 Bid4:46:00 PM Ask4:46:00 PM Underlying Strike price Expiration date Option type
0.690EUR -20.69% 0.670
Bid Size: 10,000		 -
Ask Size: -		 PROCTER GAMBLE 168.00 - 9/20/2024 Call
 

Master data

WKN: UL6LGS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 168.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.36
Historic volatility: 0.13
Parity: -0.99
Time value: 0.71
Break-even: 175.10
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.40
Theta: -2.67
Omega: 8.87
Rho: 0.00
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.69%
1 Month  
+97.14%
3 Months  
+35.29%
YTD  
+318.18%
1 Year
  -2.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.520
1M High / 1M Low: 0.870 0.280
6M High / 6M Low: 0.870 0.077
High (YTD): 9/17/2024 0.870
Low (YTD): 8/1/2024 0.077
52W High: 9/17/2024 0.870
52W Low: 8/1/2024 0.077
Avg. price 1W:   0.674
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   0.000
Avg. price 6M:   0.424
Avg. volume 6M:   0.000
Avg. price 1Y:   0.415
Avg. volume 1Y:   130.545
Volatility 1M:   366.45%
Volatility 6M:   551.95%
Volatility 1Y:   419.74%
Volatility 3Y:   -