SIEGn.DE Warrant 06/24/ CH1223942975 /
| 5/29/2024 2:40:31 PM | Chg.-0.150 | Bid2:40:31 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.600EUR | -2.61% | 5.600 Bid Size: 50,000 |
- Ask Size: - |
SIEMENS AG NA O.N. | 120.00 - | 6/17/2024 | Call |
Master data
| WKN: | UK83X6 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 6/17/2024 |
| Issue date: | 10/18/2022 |
| Last trading day: | 6/14/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.75 |
|---|---|
| Intrinsic value: | 5.73 |
| Implied volatility: | 0.84 |
| Historic volatility: | 0.23 |
| Parity: | 5.73 |
| Time value: | 0.04 |
| Break-even: | 177.70 |
| Moneyness: | 1.48 |
| Premium: | 0.00 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 0.35% |
| Delta: | 0.98 |
| Theta: | -0.05 |
| Omega: | 3.02 |
| Rho: | 0.06 |
Quote data
| Open: | 5.690 |
|---|---|
| High: | 5.780 |
| Low: | 5.590 |
| Previous Close: | 5.750 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.28% | ||
|---|---|---|---|
| 1 Month | -4.11% | ||
| 3 Months | -13.58% | ||
| YTD | +10.67% | ||
| 1 Year | +28.44% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.900 | 5.370 |
|---|---|---|
| 1M High / 1M Low: | 6.870 | 5.350 |
| 6M High / 6M Low: | 6.870 | 3.480 |
| High (YTD): | 5/10/2024 | 6.870 |
| Low (YTD): | 1/17/2024 | 3.960 |
| 52W High: | 5/10/2024 | 6.870 |
| 52W Low: | 10/26/2023 | 1.070 |
| Avg. price 1W: | 5.672 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.949 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.240 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.029 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 77.87% | |
| Volatility 6M: | 62.61% | |
| Volatility 1Y: | 89.61% | |
| Volatility 3Y: | - |
