UBS Call 150 SIE 17.06.2024
/ CH1237815449
UBS Call 150 SIE 17.06.2024/ CH1237815449 /
| 2024-04-26 7:30:55 PM |
Chg.+0.350 |
Bid9:45:59 PM |
Ask9:45:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.920EUR |
+13.62% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
150.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL0CZ7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-16 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
2.76 |
| Time value: |
0.14 |
| Break-even: |
179.00 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
5.75 |
| Rho: |
0.19 |
Quote data
| Open: |
2.630 |
| High: |
2.930 |
| Low: |
2.600 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.96% |
| 1 Month |
|
|
-0.68% |
| 3 Months |
|
|
+45.27% |
| YTD |
|
|
+25.32% |
| 1 Year |
|
|
+71.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.570 |
| 1M High / 1M Low: |
2.940 |
2.450 |
| 6M High / 6M Low: |
3.760 |
0.215 |
| High (YTD): |
2024-03-15 |
3.760 |
| Low (YTD): |
2024-01-17 |
1.410 |
| 52W High: |
2024-03-15 |
3.760 |
| 52W Low: |
2023-10-26 |
0.182 |
| Avg. price 1W: |
|
2.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.023 |
| Avg. volume 6M: |
|
79.365 |
| Avg. price 1Y: |
|
1.666 |
| Avg. volume 1Y: |
|
78.125 |
| Volatility 1M: |
|
92.41% |
| Volatility 6M: |
|
149.36% |
| Volatility 1Y: |
|
148.81% |
| Volatility 3Y: |
|
- |
