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UBS Call 170 IBM 21.06.2024/  DE000UL06D44  /

UBS Investment Bank
2024-06-06  9:56:43 PM Chg.+0.007 Bid- Ask- Underlying Strike price Expiration date Option type
0.201EUR +3.61% -
Bid Size: -		 -
Ask Size: -		 International Busine... 170.00 USD 2024-06-21 Call
 

Master data

WKN: UL06D4
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: International Business Machines Corp
Type: Warrant
Option type: Call
Strike price: 170.00 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: 69.97
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.24
Time value: 0.22
Break-even: 158.54
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 1.05
Spread abs.: 0.03
Spread %: 13.40%
Delta: 0.40
Theta: -0.11
Omega: 28.13
Rho: 0.02
 

Quote data

Open: 0.197
High: 0.221
Low: 0.189
Previous Close: 0.194
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.65%
1 Month
  -17.62%
3 Months
  -57.23%
YTD
  -22.69%
1 Year  
+54.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.196 0.168
1M High / 1M Low: 0.370 0.168
6M High / 6M Low: 0.480 0.168
High (YTD): 2024-03-13 0.480
Low (YTD): 2024-06-03 0.168
52W High: 2024-03-13 0.480
52W Low: 2023-10-23 0.120
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   0.000
Avg. price 1Y:   0.249
Avg. volume 1Y:   0.000
Volatility 1M:   203.10%
Volatility 6M:   123.09%
Volatility 1Y:   99.49%
Volatility 3Y:   -