UBS Call 126 SIE 17.06.2024
/ CH1215597829
UBS Call 126 SIE 17.06.2024/ CH1215597829 /
| 5/29/2024 9:14:11 AM |
Chg.-0.39 |
Bid10:50:35 AM |
Ask10:50:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.05EUR |
-7.17% |
5.16
Bid Size: 50,000 |
-
Ask Size: - |
SIEMENS AG NA O.N. |
126.00 - |
6/17/2024 |
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: |
6/17/2024 |
| Issue date: |
10/28/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.15 |
| Intrinsic value: |
5.13 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.23 |
| Parity: |
5.13 |
| Time value: |
0.17 |
| Break-even: |
179.00 |
| Moneyness: |
1.41 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.17 |
| Omega: |
3.12 |
| Rho: |
0.06 |
Quote data
| Open: |
5.05 |
| High: |
5.05 |
| Low: |
5.05 |
| Previous Close: |
5.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.34% |
| 1 Month |
|
|
-4.36% |
| 3 Months |
|
|
-12.78% |
| YTD |
|
|
+15.03% |
| 1 Year |
|
|
+30.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.44 |
4.84 |
| 1M High / 1M Low: |
6.26 |
4.58 |
| 6M High / 6M Low: |
6.26 |
2.96 |
| High (YTD): |
5/13/2024 |
6.26 |
| Low (YTD): |
1/17/2024 |
3.35 |
| 52W High: |
5/13/2024 |
6.26 |
| 52W Low: |
10/26/2023 |
0.78 |
| Avg. price 1W: |
|
5.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.40% |
| Volatility 6M: |
|
72.93% |
| Volatility 1Y: |
|
100.31% |
| Volatility 3Y: |
|
- |
