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UBS Call 132 IBM 21.06.2024/  CH1209971352  /

Frankfurt Zert./UBS
2024-06-05  7:27:42 PM Chg.+0.130 Bid9:56:20 PM Ask- Underlying Strike price Expiration date Option type
3.230EUR +4.19% -
Bid Size: -		 -
Ask Size: -		 INTL BUS. MACH. D... 132.00 - 2024-06-21 Call
 

Master data

WKN: UK6JPP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: INTL BUS. MACH. DL-,20
Type: Warrant
Option type: Call
Strike price: 132.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.85
Leverage: Yes

Calculated values

Fair value: 2.06
Intrinsic value: 2.04
Implied volatility: 1.65
Historic volatility: 0.19
Parity: 2.04
Time value: 1.10
Break-even: 163.40
Moneyness: 1.15
Premium: 0.07
Premium p.a.: 3.92
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -0.56
Omega: 3.51
Rho: 0.03
 

Quote data

Open: 3.150
High: 3.230
Low: 3.150
Previous Close: 3.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.54%
1 Month
  -2.12%
3 Months
  -47.22%
YTD  
+5.90%
1 Year  
+176.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.230 3.030
1M High / 1M Low: 3.920 3.030
6M High / 6M Low: 6.120 2.700
High (YTD): 2024-03-12 6.120
Low (YTD): 2024-01-05 2.700
52W High: 2024-03-12 6.120
52W Low: 2023-06-23 0.980
Avg. price 1W:   3.114
Avg. volume 1W:   0.000
Avg. price 1M:   3.399
Avg. volume 1M:   0.000
Avg. price 6M:   4.250
Avg. volume 6M:   0.000
Avg. price 1Y:   2.949
Avg. volume 1Y:   0.000
Volatility 1M:   57.26%
Volatility 6M:   93.12%
Volatility 1Y:   90.20%
Volatility 3Y:   -