UBS Call 122 SIE 17.06.2024
/ CH1223942983
UBS Call 122 SIE 17.06.2024/ CH1223942983 /
2024-05-24 8:07:06 AM |
Chg.+0.17 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.41EUR |
+3.24% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
122.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UK8S2M |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
122.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-10-18 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.56 |
Intrinsic value: |
5.53 |
Implied volatility: |
- |
Historic volatility: |
0.23 |
Parity: |
5.53 |
Time value: |
-0.05 |
Break-even: |
176.80 |
Moneyness: |
1.45 |
Premium: |
0.00 |
Premium p.a.: |
-0.04 |
Spread abs.: |
-0.02 |
Spread %: |
-0.36% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
5.41 |
High: |
5.41 |
Low: |
5.41 |
Previous Close: |
5.24 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.08% |
1 Month |
|
|
+1.31% |
3 Months |
|
|
-0.73% |
YTD |
|
|
+12.24% |
1 Year |
|
|
+27.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.41 |
5.10 |
1M High / 1M Low: |
6.67 |
5.06 |
6M High / 6M Low: |
6.67 |
3.06 |
High (YTD): |
2024-05-13 |
6.67 |
Low (YTD): |
2024-01-17 |
3.73 |
52W High: |
2024-05-13 |
6.67 |
52W Low: |
2023-10-26 |
0.95 |
Avg. price 1W: |
|
5.22 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.70 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.98 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.83 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
95.61% |
Volatility 6M: |
|
67.10% |
Volatility 1Y: |
|
93.60% |
Volatility 3Y: |
|
- |