UBS Call 155 IBM 20.09.2024
/ DE000UL8AT25
UBS Call 155 IBM 20.09.2024/ DE000UL8AT25 /
6/6/2024 7:35:15 PM |
Chg.+0.010 |
Bid9:50:33 PM |
Ask9:50:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+2.38% |
- Bid Size: - |
- Ask Size: - |
INTL BUS. MACH. D... |
155.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UL8AT2 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
INTL BUS. MACH. DL-,20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 - |
Maturity: |
9/20/2024 |
Issue date: |
9/5/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
35.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.19 |
Parity: |
-0.11 |
Time value: |
0.43 |
Break-even: |
159.30 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
2.38% |
Delta: |
0.54 |
Theta: |
-0.03 |
Omega: |
19.17 |
Rho: |
0.23 |
Quote data
Open: |
0.420 |
High: |
0.430 |
Low: |
0.420 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.88% |
1 Month |
|
|
+4.88% |
3 Months |
|
|
-12.24% |
YTD |
|
|
+13.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.390 |
1M High / 1M Low: |
0.470 |
0.390 |
6M High / 6M Low: |
0.490 |
0.350 |
High (YTD): |
3/22/2024 |
0.490 |
Low (YTD): |
1/9/2024 |
0.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.404 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.428 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.439 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
40.43% |
Volatility 6M: |
|
43.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |