UBS Call 170 IBM 20.12.2024
/ DE000UL9QLP2
UBS Call 170 IBM 20.12.2024/ DE000UL9QLP2 /
| 06/06/2024 08:26:26 |
Chg.0.000 |
Bid17:11:02 |
Ask17:11:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
0.00% |
0.300
Bid Size: 50,000 |
0.310
Ask Size: 50,000 |
International Busine... |
170.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UL9QLP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
International Business Machines Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
51.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.19 |
| Parity: |
-0.24 |
| Time value: |
0.30 |
| Break-even: |
159.34 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
28.09 |
| Rho: |
0.44 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.57% |
| 3 Months |
|
|
-29.27% |
| YTD |
|
|
+3.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.280 |
| 1M High / 1M Low: |
0.340 |
0.280 |
| 6M High / 6M Low: |
0.420 |
0.250 |
| High (YTD): |
14/03/2024 |
0.420 |
| Low (YTD): |
05/01/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.346 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.41% |
| Volatility 6M: |
|
62.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
