UBS Call 176 IBM 20.09.2024
/ CH1278948810
UBS Call 176 IBM 20.09.2024/ CH1278948810 /
8/16/2024 8:25:58 AM |
Chg.- |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.80EUR |
- |
- Bid Size: - |
- Ask Size: - |
INTL BUS. MACH. D... |
176.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UL8H0C |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
INTL BUS. MACH. DL-,20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
176.00 - |
Maturity: |
9/20/2024 |
Issue date: |
9/6/2023 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.82 |
Historic volatility: |
0.19 |
Parity: |
0.70 |
Time value: |
1.06 |
Break-even: |
193.60 |
Moneyness: |
1.04 |
Premium: |
0.06 |
Premium p.a.: |
1.80 |
Spread abs.: |
0.05 |
Spread %: |
2.92% |
Delta: |
0.62 |
Theta: |
-0.34 |
Omega: |
6.46 |
Rho: |
0.05 |
Quote data
Open: |
1.80 |
High: |
1.80 |
Low: |
1.80 |
Previous Close: |
1.63 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+15.38% |
3 Months |
|
|
+300.00% |
YTD |
|
|
+195.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.80 |
1.02 |
6M High / 6M Low: |
2.73 |
0.43 |
High (YTD): |
3/13/2024 |
2.73 |
Low (YTD): |
6/4/2024 |
0.43 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.41 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.23 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
261.93% |
Volatility 6M: |
|
191.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |