SIEGn.DE Warrant 06/24/ CH1215597829 /
| 2024-06-05 12:12:01 PM | Chg.+0.150 | Bid12:12:01 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.080EUR | +3.04% | 5.080 Bid Size: 50,000 |
- Ask Size: - |
SIEMENS AG NA O.N. | 126.00 - | 2024-06-17 | Call |
Master data
| WKN: | UK8VUN |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 126.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-10-28 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.84 |
|---|---|
| Intrinsic value: | 4.83 |
| Implied volatility: | 1.66 |
| Historic volatility: | 0.23 |
| Parity: | 4.83 |
| Time value: | 0.33 |
| Break-even: | 177.60 |
| Moneyness: | 1.38 |
| Premium: | 0.02 |
| Premium p.a.: | 0.78 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.89 |
| Theta: | -0.42 |
| Omega: | 3.01 |
| Rho: | 0.03 |
Quote data
| Open: | 4.960 |
|---|---|
| High: | 5.130 |
| Low: | 4.960 |
| Previous Close: | 4.930 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.79% | ||
|---|---|---|---|
| 1 Month | -3.05% | ||
| 3 Months | -5.93% | ||
| YTD | +13.39% | ||
| 1 Year | +26.68% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.160 | 5.030 |
|---|---|---|
| 1M High / 1M Low: | 6.280 | 4.580 |
| 6M High / 6M Low: | 6.280 | 3.390 |
| High (YTD): | 2024-05-10 | 6.280 |
| Low (YTD): | 2024-01-17 | 3.390 |
| 52W High: | 2024-05-10 | 6.280 |
| 52W Low: | 2023-10-26 | 0.780 |
| Avg. price 1W: | 5.088 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.336 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.719 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.526 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 88.51% | |
| Volatility 6M: | 70.77% | |
| Volatility 1Y: | 100.64% | |
| Volatility 3Y: | - |
