UBS Call 150 SIE 17.06.2024
/ CH1237815449
UBS Call 150 SIE 17.06.2024/ CH1237815449 /
| 2024-04-26 10:15:54 AM |
Chg.+0.01 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
+0.38% |
-
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: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
2.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.18% |
| 1 Month |
|
|
-10.81% |
| 3 Months |
|
|
+31.34% |
| YTD |
|
|
+16.81% |
| 1 Year |
|
|
+54.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.62 |
| 1M High / 1M Low: |
2.98 |
2.49 |
| 6M High / 6M Low: |
3.79 |
0.25 |
| High (YTD): |
2024-03-18 |
3.79 |
| Low (YTD): |
2024-01-17 |
1.40 |
| 52W High: |
2024-03-18 |
3.79 |
| 52W Low: |
2023-10-26 |
0.18 |
| Avg. price 1W: |
|
2.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.66 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
104.08% |
| Volatility 6M: |
|
149.37% |
| Volatility 1Y: |
|
148.79% |
| Volatility 3Y: |
|
- |
