UBS Call 206 IBM 20.09.2024
/ CH1319924861
UBS Call 206 IBM 20.09.2024/ CH1319924861 /
| 2024-08-30 7:25:18 PM |
Chg.-0.024 |
Bid9:56:57 PM |
Ask9:56:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-17.91% |
-
Bid Size: - |
-
Ask Size: - |
International Busine... |
206.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UM2P91 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
International Business Machines Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
206.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
101.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
-0.35 |
| Time value: |
0.18 |
| Break-even: |
188.28 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
18.30% |
| Delta: |
0.35 |
| Theta: |
-0.08 |
| Omega: |
35.65 |
| Rho: |
0.03 |
Quote data
| Open: |
0.075 |
| High: |
0.116 |
| Low: |
0.075 |
| Previous Close: |
0.134 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.74% |
| 1 Month |
|
|
+26.44% |
| 3 Months |
|
|
+96.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.134 |
0.110 |
| 1M High / 1M Low: |
0.134 |
0.035 |
| 6M High / 6M Low: |
1.180 |
0.024 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.278 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
453.67% |
| Volatility 6M: |
|
455.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
