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UBS Call 165 IBM 21.06.2024/  DE000UL027G2  /

Frankfurt Zert./UBS
2024-05-15  7:34:35 PM Chg.+0.030 Bid9:56:17 PM Ask9:56:17 PM Underlying Strike price Expiration date Option type
0.360EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 International Busine... 165.00 USD 2024-06-21 Call
 

Master data

WKN: UL027G
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: International Business Machines Corp
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2024-06-21
Issue date: 2022-12-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 42.99
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.22
Implied volatility: 0.10
Historic volatility: 0.19
Parity: 0.22
Time value: 0.14
Break-even: 156.18
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.73
Theta: -0.03
Omega: 31.18
Rho: 0.11
 

Quote data

Open: 0.350
High: 0.360
Low: 0.350
Previous Close: 0.330
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -21.74%
3 Months
  -25.00%
YTD  
+20.00%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.330
1M High / 1M Low: 0.470 0.270
6M High / 6M Low: 0.500 0.220
High (YTD): 2024-03-12 0.500
Low (YTD): 2024-01-09 0.260
52W High: 2024-03-12 0.500
52W Low: 2023-05-24 0.120
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.387
Avg. volume 6M:   0.000
Avg. price 1Y:   0.270
Avg. volume 1Y:   0.000
Volatility 1M:   131.66%
Volatility 6M:   78.18%
Volatility 1Y:   75.54%
Volatility 3Y:   -