UBS Call 106 SIE/ CH1223935102 /
| 2024-06-17 4:58:45 PM | Chg.+0.220 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.180EUR | +3.69% | - Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. | 106.00 - | 2024-06-17 | Call |
Master data
| WKN: | UK8MYQ |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 106.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-10-18 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.98 |
|---|---|
| Intrinsic value: | 5.97 |
| Implied volatility: | 3.00 |
| Historic volatility: | 0.23 |
| Parity: | 5.97 |
| Time value: | 0.03 |
| Break-even: | 166.00 |
| Moneyness: | 1.56 |
| Premium: | 0.00 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.04 |
| Spread %: | 0.67% |
| Delta: | 0.98 |
| Theta: | -0.39 |
| Omega: | 2.72 |
| Rho: | 0.01 |
Quote data
| Open: | 6.120 |
|---|---|
| High: | 6.190 |
| Low: | 6.120 |
| Previous Close: | 5.960 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.52% | ||
|---|---|---|---|
| 1 Month | -8.58% | ||
| 3 Months | -23.13% | ||
| YTD | -3.74% | ||
| 1 Year | -0.96% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.180 | 5.960 |
|---|---|---|
| 1M High / 1M Low: | 7.300 | 5.960 |
| 6M High / 6M Low: | 8.250 | 5.330 |
| High (YTD): | 2024-05-13 | 8.250 |
| Low (YTD): | 2024-01-17 | 5.330 |
| 52W High: | 2024-05-13 | 8.250 |
| 52W Low: | 2023-10-26 | 1.970 |
| Avg. price 1W: | 6.636 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.921 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.751 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.349 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 61.34% | |
| Volatility 6M: | 53.87% | |
| Volatility 1Y: | 69.80% | |
| Volatility 3Y: | - |
