SIEGn.DE Warrant 06/24/ CH1223935102 /
| 2024-05-29 12:49:10 PM | Chg.+0.010 | Bid12:49:10 PM | Ask12:49:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.160EUR | +0.14% | 7.160 Bid Size: 50,000 |
7.170 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 106.00 - | 2024-06-17 | Call |
Master data
| WKN: | UK8MYQ |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 106.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-10-18 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.15 |
|---|---|
| Intrinsic value: | 7.13 |
| Implied volatility: | 1.00 |
| Historic volatility: | 0.23 |
| Parity: | 7.13 |
| Time value: | 0.03 |
| Break-even: | 177.60 |
| Moneyness: | 1.67 |
| Premium: | 0.00 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.01 |
| Spread %: | 0.14% |
| Delta: | 0.99 |
| Theta: | -0.04 |
| Omega: | 2.45 |
| Rho: | 0.05 |
Quote data
| Open: | 7.090 |
|---|---|
| High: | 7.170 |
| Low: | 6.980 |
| Previous Close: | 7.150 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.76% | ||
|---|---|---|---|
| 1 Month | -0.83% | ||
| 3 Months | -8.79% | ||
| YTD | +11.53% | ||
| 1 Year | +29.01% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.300 | 6.770 |
|---|---|---|
| 1M High / 1M Low: | 8.250 | 6.740 |
| 6M High / 6M Low: | 8.250 | 4.800 |
| High (YTD): | 2024-05-13 | 8.250 |
| Low (YTD): | 2024-01-17 | 5.330 |
| 52W High: | 2024-05-13 | 8.250 |
| 52W Low: | 2023-10-26 | 1.970 |
| Avg. price 1W: | 7.078 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.340 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.611 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.300 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 63.13% | |
| Volatility 6M: | 50.35% | |
| Volatility 1Y: | 68.69% | |
| Volatility 3Y: | - |
