UBS Call 128 SIE 17.06.2024
/ CH1215597837
UBS Call 128 SIE 17.06.2024/ CH1215597837 /
2024-06-04 7:29:25 PM |
Chg.-0.270 |
Bid8:28:57 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.670EUR |
-5.47% |
4.770 Bid Size: 8,000 |
- Ask Size: - |
SIEMENS AG NA O.N. |
128.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UK8V3K |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
128.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-10-28 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.03 |
Intrinsic value: |
5.02 |
Implied volatility: |
- |
Historic volatility: |
0.23 |
Parity: |
5.02 |
Time value: |
-0.08 |
Break-even: |
177.40 |
Moneyness: |
1.39 |
Premium: |
0.00 |
Premium p.a.: |
-0.11 |
Spread abs.: |
-0.02 |
Spread %: |
-0.40% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
5.010 |
High: |
5.020 |
Low: |
4.660 |
Previous Close: |
4.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.31% |
1 Month |
|
|
-7.34% |
3 Months |
|
|
-10.88% |
YTD |
|
|
+9.11% |
1 Year |
|
|
+21.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.940 |
4.670 |
1M High / 1M Low: |
6.070 |
4.450 |
6M High / 6M Low: |
6.070 |
3.160 |
High (YTD): |
2024-05-10 |
6.070 |
Low (YTD): |
2024-01-17 |
3.160 |
52W High: |
2024-05-10 |
6.070 |
52W Low: |
2023-10-26 |
0.700 |
Avg. price 1W: |
|
4.824 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.533 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.377 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
83.99% |
Volatility 6M: |
|
70.97% |
Volatility 1Y: |
|
102.99% |
Volatility 3Y: |
|
- |