UBS Call 148 IBM 20.09.2024
/ CH1272031316
UBS Call 148 IBM 20.09.2024/ CH1272031316 /
| 7/26/2024 7:40:52 PM |
Chg.+0.790 |
Bid9:55:46 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.090EUR |
+23.94% |
-
Bid Size: - |
-
Ask Size: - |
INTL BUS. MACH. D... |
148.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL6CEJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
INTL BUS. MACH. DL-,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
148.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.19 |
| Parity: |
2.86 |
| Time value: |
1.23 |
| Break-even: |
188.90 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.06 |
| Spread %: |
1.49% |
| Delta: |
0.75 |
| Theta: |
-0.19 |
| Omega: |
3.25 |
| Rho: |
0.14 |
Quote data
| Open: |
4.150 |
| High: |
4.180 |
| Low: |
4.000 |
| Previous Close: |
3.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.23% |
| 1 Month |
|
|
+74.04% |
| 3 Months |
|
|
+85.91% |
| YTD |
|
|
+101.48% |
| 1 Year |
|
|
+349.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.090 |
3.300 |
| 1M High / 1M Low: |
4.090 |
2.350 |
| 6M High / 6M Low: |
4.890 |
1.870 |
| High (YTD): |
3/6/2024 |
4.890 |
| Low (YTD): |
1/5/2024 |
1.730 |
| 52W High: |
3/6/2024 |
4.890 |
| 52W Low: |
10/23/2023 |
0.700 |
| Avg. price 1W: |
|
3.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.221 |
| Avg. volume 6M: |
|
80 |
| Avg. price 1Y: |
|
2.310 |
| Avg. volume 1Y: |
|
39.526 |
| Volatility 1M: |
|
114.53% |
| Volatility 6M: |
|
100.59% |
| Volatility 1Y: |
|
110.81% |
| Volatility 3Y: |
|
- |
