UBS Call 150 IBM 21.06.2024
/ CH1209971469
UBS Call 150 IBM 21.06.2024/ CH1209971469 /
| 2024-05-17 9:22:49 AM |
Chg.-0.020 |
Bid9:41:35 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.820EUR |
-1.09% |
-
Bid Size: - |
-
Ask Size: - |
INTL BUS. MACH. D... |
150.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6AVY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
INTL BUS. MACH. DL-,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
1.34 |
| Historic volatility: |
0.19 |
| Parity: |
0.24 |
| Time value: |
1.58 |
| Break-even: |
168.20 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
8.53 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.58 |
| Theta: |
-0.53 |
| Omega: |
4.86 |
| Rho: |
0.03 |
Quote data
| Open: |
1.800 |
| High: |
1.820 |
| Low: |
1.800 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.64% |
| 3 Months |
|
|
-59.82% |
| YTD |
|
|
+8.33% |
| 1 Year |
|
|
+287.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.840 |
1.650 |
| 6M High / 6M Low: |
4.530 |
1.370 |
| High (YTD): |
2024-03-06 |
4.530 |
| Low (YTD): |
2024-05-02 |
1.370 |
| 52W High: |
2024-03-06 |
4.530 |
| 52W Low: |
2023-06-23 |
0.380 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.803 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.699 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
62.18% |
| Volatility 6M: |
|
146.08% |
| Volatility 1Y: |
|
135.03% |
| Volatility 3Y: |
|
- |
