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UBS Call 160 IBM 21.06.2024/  CH1198389616  /

EUWAX
2024-06-05  8:58:10 AM Chg.+0.060 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
0.660EUR +10.00% -
Bid Size: -		 -
Ask Size: -		 INTL BUS. MACH. D... 160.00 - 2024-06-21 Call
 

Master data

WKN: UK5P62
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: INTL BUS. MACH. DL-,20
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-08-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.44
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.19
Parity: -0.76
Time value: 0.65
Break-even: 166.50
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 6.56
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.41
Theta: -0.30
Omega: 9.65
Rho: 0.02
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.53%
1 Month  
+1.54%
3 Months
  -79.50%
YTD
  -37.14%
1 Year  
+144.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.600
1M High / 1M Low: 1.400 0.600
6M High / 6M Low: 3.680 0.600
High (YTD): 2024-03-13 3.680
Low (YTD): 2024-06-04 0.600
52W High: 2024-03-13 3.680
52W Low: 2023-06-23 0.212
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.933
Avg. volume 1M:   0.000
Avg. price 6M:   1.917
Avg. volume 6M:   0.000
Avg. price 1Y:   1.152
Avg. volume 1Y:   0.000
Volatility 1M:   230.98%
Volatility 6M:   202.65%
Volatility 1Y:   179.21%
Volatility 3Y:   -