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UBS Call 135 SIE 17.06.2024/  CH1230088580  /

Frankfurt Zert./UBS
2024-05-17  7:26:51 PM Chg.-0.220 Bid9:54:54 PM Ask9:54:54 PM Underlying Strike price Expiration date Option type
3.860EUR -5.39% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 135.00 - 2024-06-17 Call
 

Master data

WKN: UK83TG
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2024-06-17
Issue date: 2022-11-09
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.44
Leverage: Yes

Calculated values

Fair value: 3.80
Intrinsic value: 3.76
Implied volatility: 0.61
Historic volatility: 0.23
Parity: 3.76
Time value: 0.13
Break-even: 173.90
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.26%
Delta: 0.93
Theta: -0.08
Omega: 4.15
Rho: 0.10
 

Quote data

Open: 4.060
High: 4.060
Low: 3.650
Previous Close: 4.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.12%
1 Month
  -2.28%
3 Months  
+4.32%
YTD  
+6.34%
1 Year  
+11.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.340 3.860
1M High / 1M Low: 5.370 3.860
6M High / 6M Low: 5.370 1.790
High (YTD): 2024-05-10 5.370
Low (YTD): 2024-01-17 2.540
52W High: 2024-05-10 5.370
52W Low: 2023-10-27 0.500
Avg. price 1W:   4.732
Avg. volume 1W:   0.000
Avg. price 1M:   4.476
Avg. volume 1M:   0.000
Avg. price 6M:   3.684
Avg. volume 6M:   0.000
Avg. price 1Y:   2.773
Avg. volume 1Y:   0.000
Volatility 1M:   107.90%
Volatility 6M:   83.66%
Volatility 1Y:   116.78%
Volatility 3Y:   -