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UBS Call 172 PRG 20.09.2024/  CH1272017356  /

EUWAX
8/2/2024  2:50:29 PM Chg.+0.132 Bid10:00:16 PM Ask10:00:16 PM Underlying Strike price Expiration date Option type
0.136EUR +3300.00% -
Bid Size: -		 -
Ask Size: -		 PROCTER GAMBLE 172.00 - 9/20/2024 Call
 

Master data

WKN: UL6DZM
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 172.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.11
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.13
Parity: -1.61
Time value: 0.42
Break-even: 176.20
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 1.54
Spread abs.: 0.08
Spread %: 23.53%
Delta: 0.30
Theta: -0.09
Omega: 11.07
Rho: 0.06
 

Quote data

Open: 0.136
High: 0.136
Low: 0.136
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.60%
1 Month
  -13.38%
3 Months
  -54.67%
YTD  
+33.33%
1 Year
  -80.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.004
1M High / 1M Low: 0.350 0.004
6M High / 6M Low: 0.400 0.001
High (YTD): 3/11/2024 0.400
Low (YTD): 6/14/2024 0.001
52W High: 8/9/2023 0.710
52W Low: 6/14/2024 0.001
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.265
Avg. volume 6M:   0.000
Avg. price 1Y:   0.320
Avg. volume 1Y:   0.000
Volatility 1M:   11,409.61%
Volatility 6M:   48,765.83%
Volatility 1Y:   34,363.41%
Volatility 3Y:   -