SIEGn.DE Warrant 06/24/ CH1223935094 /
| 2024-05-17 9:40:44 AM | Chg.-0.350 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.760EUR | -4.92% | - Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. | 105.00 - | 2024-06-17 | Call |
Master data
| WKN: | UK8K1H |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-10-18 |
| Last trading day: | 2024-05-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.33 |
|---|---|
| Intrinsic value: | 7.32 |
| Implied volatility: | 3.39 |
| Historic volatility: | 0.23 |
| Parity: | 7.32 |
| Time value: | 0.98 |
| Break-even: | 188.00 |
| Moneyness: | 1.70 |
| Premium: | 0.06 |
| Premium p.a.: | 3.52 |
| Spread abs.: | 0.01 |
| Spread %: | 0.12% |
| Delta: | 0.87 |
| Theta: | -0.91 |
| Omega: | 1.88 |
| Rho: | 0.03 |
Quote data
| Open: | 7.070 |
|---|---|
| High: | 7.070 |
| Low: | 6.610 |
| Previous Close: | 7.110 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -7.65% | ||
| 3 Months | -10.34% | ||
| YTD | +3.68% | ||
| 1 Year | +14.38% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 8.350 | 6.760 |
| 6M High / 6M Low: | 8.350 | 5.340 |
| High (YTD): | 2024-05-13 | 8.350 |
| Low (YTD): | 2024-01-17 | 5.420 |
| 52W High: | 2024-05-13 | 8.350 |
| 52W Low: | 2023-10-26 | 2.050 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 7.763 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.729 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.338 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 90.73% | |
| Volatility 6M: | 51.06% | |
| Volatility 1Y: | 68.41% | |
| Volatility 3Y: | - |
