UBS Call 105 SIE 17.06.2024
/ CH1223935094
UBS Call 105 SIE 17.06.2024/ CH1223935094 /
| 2024-05-15 10:12:08 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.23EUR |
- |
-
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: |
8.23 |
| High: |
8.23 |
| Low: |
8.23 |
| Previous Close: |
8.30 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.43% |
| 3 Months |
|
|
+5.24% |
| YTD |
|
|
+27.01% |
| 1 Year |
|
|
+39.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.36 |
7.34 |
| 6M High / 6M Low: |
8.36 |
5.33 |
| High (YTD): |
2024-05-13 |
8.36 |
| Low (YTD): |
2024-01-17 |
5.38 |
| 52W High: |
2024-05-13 |
8.36 |
| 52W Low: |
2023-10-26 |
2.04 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.32 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
33.55% |
| Volatility 6M: |
|
44.73% |
| Volatility 1Y: |
|
66.65% |
| Volatility 3Y: |
|
- |
