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UBS Call 165 IBM 21.06.2024/  DE000UL07LB0  /

UBS Investment Bank
5/16/2024  3:13:45 PM Chg.0.000 Bid3:13:45 PM Ask3:13:45 PM Underlying Strike price Expiration date Option type
0.370EUR 0.00% 0.370
Bid Size: 20,000		 0.380
Ask Size: 20,000		 International Busine... 165.00 USD 6/21/2024 Call
 

Master data

WKN: UL07LB
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: International Business Machines Corp
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 6/21/2024
Issue date: 12/7/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 40.67
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.30
Implied volatility: 0.07
Historic volatility: 0.19
Parity: 0.30
Time value: 0.08
Break-even: 155.34
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.86
Theta: -0.02
Omega: 35.10
Rho: 0.13
 

Quote data

Open: 0.370
High: 0.390
Low: 0.370
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.12%
1 Month
  -19.57%
3 Months
  -22.92%
YTD  
+23.33%
1 Year  
+208.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.330
1M High / 1M Low: 0.460 0.270
6M High / 6M Low: 0.500 0.220
High (YTD): 3/19/2024 0.500
Low (YTD): 1/5/2024 0.260
52W High: 3/19/2024 0.500
52W Low: 5/24/2023 0.120
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.386
Avg. volume 6M:   0.000
Avg. price 1Y:   0.269
Avg. volume 1Y:   0.000
Volatility 1M:   140.01%
Volatility 6M:   81.21%
Volatility 1Y:   77.62%
Volatility 3Y:   -