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UBS Call 152 SIE 17.06.2024/  CH1237815456  /

Frankfurt Zert./UBS
2024-05-15  7:26:00 PM Chg.+0.190 Bid9:54:37 PM Ask9:54:37 PM Underlying Strike price Expiration date Option type
3.610EUR +5.56% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 152.00 - 2024-06-17 Call
 

Master data

WKN: UL0HGC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 152.00 -
Maturity: 2024-06-17
Issue date: 2022-12-16
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.17
Leverage: Yes

Calculated values

Fair value: 3.62
Intrinsic value: 3.57
Implied volatility: 0.33
Historic volatility: 0.22
Parity: 3.57
Time value: 0.06
Break-even: 188.30
Moneyness: 1.23
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.28%
Delta: 0.99
Theta: -0.03
Omega: 5.10
Rho: 0.13
 

Quote data

Open: 3.570
High: 3.620
Low: 3.490
Previous Close: 3.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.73%
1 Month  
+51.68%
3 Months  
+67.91%
YTD  
+66.36%
1 Year  
+116.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.700 3.320
1M High / 1M Low: 3.700 2.340
6M High / 6M Low: 3.700 0.810
High (YTD): 2024-05-10 3.700
Low (YTD): 2024-01-17 1.280
52W High: 2024-05-10 3.700
52W Low: 2023-10-27 0.192
Avg. price 1W:   3.544
Avg. volume 1W:   0.000
Avg. price 1M:   2.821
Avg. volume 1M:   0.000
Avg. price 6M:   2.175
Avg. volume 6M:   0.000
Avg. price 1Y:   1.616
Avg. volume 1Y:   0.000
Volatility 1M:   89.14%
Volatility 6M:   116.55%
Volatility 1Y:   150.72%
Volatility 3Y:   -