UBSW Unknown/ CH1237815480 /
| 2024-06-03 8:41:51 AM | Chg.+0.080 | Bid8:41:51 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.210EUR | +3.76% | 2.210 Bid Size: 8,000 |
- Ask Size: - |
SIEMENS AG NA O.N. | 156.00 - | 2024-06-17 | Call |
Master data
| WKN: | UL0B51 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 156.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-12-16 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.05 |
|---|---|
| Intrinsic value: | 2.03 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.23 |
| Parity: | 2.03 |
| Time value: | 0.12 |
| Break-even: | 177.50 |
| Moneyness: | 1.13 |
| Premium: | 0.01 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.01 |
| Spread %: | 0.47% |
| Delta: | 0.89 |
| Theta: | -0.12 |
| Omega: | 7.32 |
| Rho: | 0.06 |
Quote data
| Open: | 2.200 |
|---|---|
| High: | 2.220 |
| Low: | 2.190 |
| Previous Close: | 2.130 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.74% | ||
|---|---|---|---|
| 1 Month | -4.74% | ||
| 3 Months | -23.26% | ||
| YTD | +17.55% | ||
| 1 Year | +11.62% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.320 | 2.050 |
|---|---|---|
| 1M High / 1M Low: | 3.320 | 1.650 |
| 6M High / 6M Low: | 3.320 | 1.070 |
| High (YTD): | 2024-05-10 | 3.320 |
| Low (YTD): | 2024-01-17 | 1.070 |
| 52W High: | 2024-05-10 | 3.320 |
| 52W Low: | 2023-10-26 | 0.126 |
| Avg. price 1W: | 2.146 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.381 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.988 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.397 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 177.60% | |
| Volatility 6M: | 134.75% | |
| Volatility 1Y: | 166.11% | |
| Volatility 3Y: | - |
