UBS Call 105 SIE 17.06.2024
/ CH1223935094
UBS Call 105 SIE 17.06.2024/ CH1223935094 /
| 2024-05-17 8:24:32 AM |
Chg.-0.700 |
Bid9:40:49 AM |
Ask9:31:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.060EUR |
-9.02% |
-
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: |
2.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.95 |
| Intrinsic value: |
6.94 |
| Implied volatility: |
5.24 |
| Historic volatility: |
0.23 |
| Parity: |
6.94 |
| Time value: |
1.36 |
| Break-even: |
188.00 |
| Moneyness: |
1.66 |
| Premium: |
0.08 |
| Premium p.a.: |
48.57 |
| Spread abs.: |
0.01 |
| Spread %: |
0.12% |
| Delta: |
0.86 |
| Theta: |
-2.05 |
| Omega: |
1.80 |
| Rho: |
0.01 |
Quote data
| Open: |
7.060 |
| High: |
7.060 |
| Low: |
7.060 |
| Previous Close: |
7.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-15.04% |
| 3 Months |
|
|
-9.25% |
| YTD |
|
|
+8.12% |
| 1 Year |
|
|
+21.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.360 |
7.060 |
| 6M High / 6M Low: |
8.360 |
5.380 |
| High (YTD): |
2024-05-13 |
8.360 |
| Low (YTD): |
2024-01-17 |
5.380 |
| 52W High: |
2024-05-13 |
8.360 |
| 52W Low: |
2023-10-26 |
2.040 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.973 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.791 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.333 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
75.63% |
| Volatility 6M: |
|
51.28% |
| Volatility 1Y: |
|
69.19% |
| Volatility 3Y: |
|
- |
