UBS Call 158 IBM 21.06.2024
/ CH1209971519
UBS Call 158 IBM 21.06.2024/ CH1209971519 /
2024-05-08 7:32:56 PM |
Chg.+0.040 |
Bid9:56:33 PM |
Ask9:56:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.070EUR |
+3.88% |
- Bid Size: - |
- Ask Size: - |
INTL BUS. MACH. D... |
158.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UK6HJM |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
INTL BUS. MACH. DL-,20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
158.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-15 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.19 |
Parity: |
-0.14 |
Time value: |
1.05 |
Break-even: |
168.50 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.01 |
Spread %: |
0.96% |
Delta: |
0.53 |
Theta: |
-0.13 |
Omega: |
7.83 |
Rho: |
0.09 |
Quote data
Open: |
1.020 |
High: |
1.100 |
Low: |
0.990 |
Previous Close: |
1.030 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.05% |
1 Month |
|
|
-65.03% |
3 Months |
|
|
-60.37% |
YTD |
|
|
-8.55% |
1 Year |
|
|
+710.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.770 |
1M High / 1M Low: |
3.060 |
0.770 |
6M High / 6M Low: |
3.890 |
0.460 |
High (YTD): |
2024-03-06 |
3.890 |
Low (YTD): |
2024-05-02 |
0.770 |
52W High: |
2024-03-06 |
3.890 |
52W Low: |
2023-05-11 |
0.123 |
Avg. price 1W: |
|
0.917 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.009 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.016 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.180 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
221.10% |
Volatility 6M: |
|
182.54% |
Volatility 1Y: |
|
165.74% |
Volatility 3Y: |
|
- |