UBS Call 130 IBM 21.06.2024
/ DE000UL04C88
UBS Call 130 IBM 21.06.2024/ DE000UL04C88 /
2024-05-06 8:24:56 AM |
Chg.0.000 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
International Busine... |
130.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
UL04C8 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
International Business Machines Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 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: |
27.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.38 |
Intrinsic value: |
3.32 |
Implied volatility: |
- |
Historic volatility: |
0.19 |
Parity: |
3.32 |
Time value: |
-2.76 |
Break-even: |
126.44 |
Moneyness: |
1.27 |
Premium: |
-0.18 |
Premium p.a.: |
-0.79 |
Spread abs.: |
0.01 |
Spread %: |
1.82% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+1.85% |
YTD |
|
|
+10.00% |
1 Year |
|
|
+111.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.550 |
1M High / 1M Low: |
0.560 |
0.550 |
6M High / 6M Low: |
0.560 |
0.450 |
High (YTD): |
2024-04-23 |
0.560 |
Low (YTD): |
2024-01-11 |
0.500 |
52W High: |
2024-04-23 |
0.560 |
52W Low: |
2023-05-12 |
0.250 |
Avg. price 1W: |
|
0.550 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.551 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.523 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.449 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
13.11% |
Volatility 6M: |
|
13.02% |
Volatility 1Y: |
|
32.52% |
Volatility 3Y: |
|
- |