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UBS Call 175 SIE 17.06.2024/  CH1253811470  /

EUWAX
2024-05-29  8:08:24 AM Chg.-0.300 Bid11:48:01 AM Ask11:48:01 AM Underlying Strike price Expiration date Option type
0.430EUR -41.10% 0.430
Bid Size: 50,000		 0.440
Ask Size: 50,000		 SIEMENS AG NA O.N. 175.00 - 2024-06-17 Call
 

Master data

WKN: UL316R
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2024-06-17
Issue date: 2023-03-07
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.71
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.23
Implied volatility: 0.20
Historic volatility: 0.23
Parity: 0.23
Time value: 0.24
Break-even: 179.70
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.63
Theta: -0.09
Omega: 23.94
Rho: 0.06
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.71%
1 Month
  -48.81%
3 Months
  -68.38%
YTD
  -45.57%
1 Year
  -56.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.310
1M High / 1M Low: 1.550 0.310
6M High / 6M Low: 1.660 0.310
High (YTD): 2024-03-18 1.660
Low (YTD): 2024-05-22 0.310
52W High: 2024-03-18 1.660
52W Low: 2023-10-25 0.055
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.796
Avg. volume 1M:   0.000
Avg. price 6M:   0.751
Avg. volume 6M:   0.000
Avg. price 1Y:   0.570
Avg. volume 1Y:   0.000
Volatility 1M:   392.91%
Volatility 6M:   238.71%
Volatility 1Y:   223.13%
Volatility 3Y:   -