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UBS Call 175 SIE 17.06.2024/  CH1253811470  /

UBS Investment Bank
2024-06-04  12:13:13 PM Chg.-0.150 Bid12:13:13 PM Ask- Underlying Strike price Expiration date Option type
0.280EUR -34.88% 0.280
Bid Size: 50,000		 -
Ask Size: -		 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: 39.59
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.32
Implied volatility: 0.18
Historic volatility: 0.23
Parity: 0.32
Time value: 0.13
Break-even: 179.50
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 4.65%
Delta: 0.72
Theta: -0.09
Omega: 28.36
Rho: 0.04
 

Quote data

Open: 0.420
High: 0.530
Low: 0.250
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.13%
1 Month
  -63.64%
3 Months
  -76.67%
YTD
  -65.43%
1 Year
  -74.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.360
1M High / 1M Low: 1.550 0.249
6M High / 6M Low: 1.620 0.249
High (YTD): 2024-03-15 1.620
Low (YTD): 2024-05-20 0.249
52W High: 2024-03-15 1.620
52W Low: 2023-10-26 0.038
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.720
Avg. volume 1M:   0.000
Avg. price 6M:   0.743
Avg. volume 6M:   0.000
Avg. price 1Y:   0.557
Avg. volume 1Y:   0.000
Volatility 1M:   408.21%
Volatility 6M:   239.24%
Volatility 1Y:   230.51%
Volatility 3Y:   -