OverviewChartNewsTraderScreen

UBS Call 165 IBM 21.06.2024/  DE000UL07LB0  /

EUWAX
2024-05-16  8:26:55 AM Chg.+0.030 Bid6:31:57 PM Ask6:31:57 PM Underlying Strike price Expiration date Option type
0.380EUR +8.57% 0.380
Bid Size: 50,000		 0.390
Ask Size: 50,000		 International Busine... 165.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2022-12-07
Last trading day: 2024-06-20
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: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month
  -13.64%
3 Months
  -20.83%
YTD  
+26.67%
1 Year  
+216.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.330
1M High / 1M Low: 0.470 0.280
6M High / 6M Low: 0.500 0.220
High (YTD): 2024-03-21 0.500
Low (YTD): 2024-01-05 0.260
52W High: 2024-03-21 0.500
52W Low: 2023-05-24 0.120
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   133.39%
Volatility 6M:   80.27%
Volatility 1Y:   78.31%
Volatility 3Y:   -