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UBS Call 170 IBM 21.06.2024/  DE000UL06D44  /

UBS Investment Bank
2024-05-07  10:57:58 AM Chg.+0.006 Bid10:57:58 AM Ask10:57:58 AM Underlying Strike price Expiration date Option type
0.250EUR +2.46% 0.250
Bid Size: 20,000		 0.260
Ask Size: 20,000		 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: 62.62
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.19
Parity: -0.13
Time value: 0.25
Break-even: 160.34
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.46%
Delta: 0.48
Theta: -0.04
Omega: 29.91
Rho: 0.09
 

Quote data

Open: 0.248
High: 0.260
Low: 0.240
Previous Close: 0.244
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.13%
1 Month
  -44.44%
3 Months
  -41.86%
YTD
  -3.85%
1 Year  
+127.27%
3 Years     -
5 Years     -
1W High / 1W Low: 0.244 0.198
1M High / 1M Low: 0.460 0.198
6M High / 6M Low: 0.480 0.150
High (YTD): 2024-03-13 0.480
Low (YTD): 2024-05-02 0.198
52W High: 2024-03-13 0.480
52W Low: 2023-05-24 0.110
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.358
Avg. volume 1M:   0.000
Avg. price 6M:   0.341
Avg. volume 6M:   0.000
Avg. price 1Y:   0.238
Avg. volume 1Y:   0.000
Volatility 1M:   156.02%
Volatility 6M:   96.91%
Volatility 1Y:   82.61%
Volatility 3Y:   -