UBSW Unknown/ CH1237815456 /
| 2024-04-26 9:45:57 PM | Chg.+0.270 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.700EUR | +11.11% | - 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: | 6.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.66 |
|---|---|
| Intrinsic value: | 2.56 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.22 |
| Parity: | 2.56 |
| Time value: | 0.15 |
| Break-even: | 179.10 |
| Moneyness: | 1.17 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.01 |
| Spread %: | 0.37% |
| Delta: | 0.93 |
| Theta: | -0.04 |
| Omega: | 6.09 |
| Rho: | 0.19 |
Quote data
| Open: | 2.420 |
|---|---|
| High: | 2.760 |
| Low: | 2.390 |
| Previous Close: | 2.430 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.38% | ||
|---|---|---|---|
| 1 Month | -0.74% | ||
| 3 Months | +45.95% | ||
| YTD | +23.85% | ||
| 1 Year | +65.64% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.700 | 2.430 |
|---|---|---|
| 1M High / 1M Low: | 2.720 | 2.260 |
| 6M High / 6M Low: | 3.580 | 0.230 |
| High (YTD): | 2024-03-15 | 3.580 |
| Low (YTD): | 2024-01-17 | 1.300 |
| 52W High: | 2024-03-15 | 3.580 |
| 52W Low: | 2023-10-26 | 0.159 |
| Avg. price 1W: | 2.520 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.471 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.892 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.549 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 93.54% | |
| Volatility 6M: | 150.35% | |
| Volatility 1Y: | 153.63% | |
| Volatility 3Y: | - |
