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UBS Call 165 IBM 21.06.2024/  DE000UL07LB0  /

UBS Investment Bank
6/5/2024  9:51:49 PM Chg.+0.040 Bid- Ask- Underlying Strike price Expiration date Option type
0.330EUR +13.79% -
Bid Size: -		 -
Ask Size: -		 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: 50.79
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.07
Implied volatility: 0.20
Historic volatility: 0.19
Parity: 0.07
Time value: 0.23
Break-even: 154.63
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.57
Theta: -0.08
Omega: 29.02
Rho: 0.04
 

Quote data

Open: 0.300
High: 0.350
Low: 0.290
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+13.79%
3 Months
  -32.65%
YTD  
+10.00%
1 Year  
+135.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.270
1M High / 1M Low: 0.470 0.270
6M High / 6M Low: 0.500 0.260
High (YTD): 3/19/2024 0.500
Low (YTD): 1/5/2024 0.260
52W High: 3/19/2024 0.500
52W Low: 7/17/2023 0.130
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   0.401
Avg. volume 6M:   0.000
Avg. price 1Y:   0.283
Avg. volume 1Y:   0.000
Volatility 1M:   140.28%
Volatility 6M:   93.92%
Volatility 1Y:   83.61%
Volatility 3Y:   -