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: |
|
- |
