UBS Call 128 SIE 17.06.2024/  CH1215597837  /

Frankfurt Zert./UBS
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:   -