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UBS Call 160 IBM 21.06.2024/  CH1198389616  /

Frankfurt Zert./UBS
2024-05-08  10:24:35 AM Chg.0.000 Bid10:27:38 AM Ask10:27:38 AM Underlying Strike price Expiration date Option type
0.870EUR 0.00% 0.880
Bid Size: 10,000		 0.900
Ask Size: 10,000		 INTL BUS. MACH. D... 160.00 - 2024-06-21 Call
 

Master data

WKN: UK5P62
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: INTL BUS. MACH. DL-,20
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-08-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.40
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.19
Parity: -0.34
Time value: 0.90
Break-even: 169.00
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.88
Spread abs.: 0.01
Spread %: 1.12%
Delta: 0.49
Theta: -0.12
Omega: 8.56
Rho: 0.08
 

Quote data

Open: 0.860
High: 0.870
Low: 0.860
Previous Close: 0.870
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.13%
1 Month
  -69.79%
3 Months
  -65.75%
YTD
  -17.14%
1 Year  
+656.52%
3 Years     -
5 Years     -
1W High / 1W Low: 0.870 0.650
1M High / 1M Low: 2.880 0.650
6M High / 6M Low: 3.720 0.400
High (YTD): 2024-03-06 3.720
Low (YTD): 2024-05-02 0.650
52W High: 2024-03-06 3.720
52W Low: 2023-05-11 0.107
Avg. price 1W:   0.777
Avg. volume 1W:   0.000
Avg. price 1M:   1.850
Avg. volume 1M:   0.000
Avg. price 6M:   1.876
Avg. volume 6M:   0.000
Avg. price 1Y:   1.089
Avg. volume 1Y:   0.000
Volatility 1M:   230.43%
Volatility 6M:   192.67%
Volatility 1Y:   174.73%
Volatility 3Y:   -