UBS Call 152 IBM 21.06.2024
/ CH1209971477
UBS Call 152 IBM 21.06.2024/ CH1209971477 /
| 2024-06-05 9:42:51 AM |
Chg.+0.12 |
Bid9:53:01 PM |
Ask9:53:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+9.76% |
1.45
Bid Size: 50,000 |
-
Ask Size: - |
INTL BUS. MACH. D... |
152.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6A4V |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
INTL BUS. MACH. DL-,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.19 |
| Parity: |
0.04 |
| Time value: |
1.19 |
| Break-even: |
164.30 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
4.58 |
| Spread abs.: |
-0.09 |
| Spread %: |
-6.82% |
| Delta: |
0.55 |
| Theta: |
-0.38 |
| Omega: |
6.78 |
| Rho: |
0.03 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+10.66% |
| 3 Months |
|
|
-65.65% |
| YTD |
|
|
-12.90% |
| 1 Year |
|
|
+206.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.23 |
| 1M High / 1M Low: |
2.13 |
1.23 |
| 6M High / 6M Low: |
4.37 |
1.22 |
| High (YTD): |
2024-03-13 |
4.37 |
| Low (YTD): |
2024-05-03 |
1.22 |
| 52W High: |
2024-03-13 |
4.37 |
| 52W Low: |
2023-06-23 |
0.34 |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.58 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
130.12% |
| Volatility 6M: |
|
146.36% |
| Volatility 1Y: |
|
136.33% |
| Volatility 3Y: |
|
- |
