UBS Call 128 SIE 17.06.2024
/ CH1215597837
UBS Call 128 SIE 17.06.2024/ CH1215597837 /
| 2024-05-29 9:14:13 AM |
Chg.-0.39 |
Bid10:23:18 AM |
Ask10:23:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.85EUR |
-7.44% |
4.93
Bid Size: 50,000 |
-
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: |
3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.95 |
| Intrinsic value: |
4.93 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.23 |
| Parity: |
4.93 |
| Time value: |
0.04 |
| Break-even: |
177.70 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
0.98 |
| Theta: |
-0.05 |
| Omega: |
3.51 |
| Rho: |
0.06 |
Quote data
| Open: |
4.85 |
| High: |
4.85 |
| Low: |
4.85 |
| Previous Close: |
5.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.53% |
| 1 Month |
|
|
-4.72% |
| 3 Months |
|
|
-13.24% |
| YTD |
|
|
+15.48% |
| 1 Year |
|
|
+30.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.24 |
4.64 |
| 1M High / 1M Low: |
6.06 |
4.50 |
| 6M High / 6M Low: |
6.06 |
2.78 |
| High (YTD): |
2024-05-13 |
6.06 |
| Low (YTD): |
2024-01-17 |
3.16 |
| 52W High: |
2024-05-13 |
6.06 |
| 52W Low: |
2023-10-26 |
0.70 |
| Avg. price 1W: |
|
4.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.35 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
94.87% |
| Volatility 6M: |
|
76.32% |
| Volatility 1Y: |
|
104.43% |
| Volatility 3Y: |
|
- |
