UBS Call 180 IBM 21.06.2024
/ DE000UL06CS5
UBS Call 180 IBM 21.06.2024/ DE000UL06CS5 /
| 2024-06-06 2:52:38 PM |
Chg.0.000 |
Bid2:52:38 PM |
Ask2:52:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.102EUR |
0.00% |
0.102
Bid Size: 20,000 |
0.220
Ask Size: 20,000 |
International Busine... |
180.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UL06CS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
International Business Machines Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.19 |
| Parity: |
-1.16 |
| Time value: |
0.22 |
| Break-even: |
167.73 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
7.09 |
| Spread abs.: |
0.12 |
| Spread %: |
115.69% |
| Delta: |
0.25 |
| Theta: |
-0.17 |
| Omega: |
17.66 |
| Rho: |
0.02 |
Quote data
| Open: |
0.102 |
| High: |
0.104 |
| Low: |
0.101 |
| Previous Close: |
0.102 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
-21.54% |
| 3 Months |
|
|
-75.71% |
| YTD |
|
|
-43.02% |
| 1 Year |
|
|
-7.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.102 |
| 1M High / 1M Low: |
0.162 |
0.102 |
| 6M High / 6M Low: |
0.430 |
0.102 |
| High (YTD): |
2024-03-12 |
0.430 |
| Low (YTD): |
2024-06-05 |
0.102 |
| 52W High: |
2024-03-12 |
0.430 |
| 52W Low: |
2024-06-05 |
0.102 |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.192 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
146.02% |
| Volatility 6M: |
|
142.81% |
| Volatility 1Y: |
|
108.41% |
| Volatility 3Y: |
|
- |
