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UBS Call 168 PRG 20.09.2024/  CH1272032603  /

EUWAX
8/16/2024  9:24:44 AM Chg.-0.020 Bid3:08:26 PM Ask3:08:26 PM Underlying Strike price Expiration date Option type
0.350EUR -5.41% 0.360
Bid Size: 5,000		 0.420
Ask Size: 5,000		 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: 43.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.13
Parity: -1.50
Time value: 0.35
Break-even: 171.50
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 2.28
Spread abs.: 0.08
Spread %: 29.63%
Delta: 0.28
Theta: -0.11
Omega: 12.37
Rho: 0.04
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.19%
1 Month  
+25.00%
3 Months
  -31.37%
YTD  
+112.12%
1 Year
  -53.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.300
1M High / 1M Low: 0.570 0.077
6M High / 6M Low: 0.590 0.077
High (YTD): 5/22/2024 0.590
Low (YTD): 8/1/2024 0.077
52W High: 8/16/2023 0.760
52W Low: 8/1/2024 0.077
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   0.414
Avg. volume 6M:   0.000
Avg. price 1Y:   0.433
Avg. volume 1Y:   130.545
Volatility 1M:   992.79%
Volatility 6M:   538.07%
Volatility 1Y:   407.00%
Volatility 3Y:   -