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UBS Call 165 IBM 21.06.2024/  DE000UL027G2  /

EUWAX
06/06/2024  08:28:27 Chg.+0.040 Bid19:03:12 Ask19:03:12 Underlying Strike price Expiration date Option type
0.340EUR +13.33% 0.360
Bid Size: 50,000		 0.370
Ask Size: 50,000		 International Busine... 165.00 USD 21/06/2024 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: 21/06/2024
Issue date: 07/12/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 45.27
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.22
Implied volatility: 0.16
Historic volatility: 0.19
Parity: 0.22
Time value: 0.12
Break-even: 155.14
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.69
Theta: -0.07
Omega: 31.43
Rho: 0.04
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+17.24%
3 Months
  -30.61%
YTD  
+13.33%
1 Year  
+142.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.270
1M High / 1M Low: 0.480 0.270
6M High / 6M Low: 0.500 0.260
High (YTD): 21/03/2024 0.500
Low (YTD): 05/01/2024 0.260
52W High: 21/03/2024 0.500
52W Low: 17/07/2023 0.130
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.366
Avg. volume 1M:   0.000
Avg. price 6M:   0.403
Avg. volume 6M:   0.000
Avg. price 1Y:   0.286
Avg. volume 1Y:   0.000
Volatility 1M:   163.37%
Volatility 6M:   96.38%
Volatility 1Y:   86.95%
Volatility 3Y:   -