UBS Call 128 SIE/ CH1215597837 /
| 6/17/2024 5:02:03 PM | Chg.+0.220 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.980EUR | +5.85% | - Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. | 128.00 - | 6/17/2024 | Call |
Master data
| WKN: | UK8V3K |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 128.00 - |
| Maturity: | 6/17/2024 |
| Issue date: | 10/28/2022 |
| Last trading day: | 6/14/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.78 |
|---|---|
| Intrinsic value: | 3.77 |
| Implied volatility: | 1.98 |
| Historic volatility: | 0.23 |
| Parity: | 3.77 |
| Time value: | 0.04 |
| Break-even: | 166.10 |
| Moneyness: | 1.29 |
| Premium: | 0.00 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.05 |
| Spread %: | 1.33% |
| Delta: | 0.97 |
| Theta: | -0.46 |
| Omega: | 4.21 |
| Rho: | 0.01 |
Quote data
| Open: | 3.920 |
|---|---|
| High: | 3.990 |
| Low: | 3.920 |
| Previous Close: | 3.760 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.48% | ||
|---|---|---|---|
| 1 Month | -12.91% | ||
| 3 Months | -32.43% | ||
| YTD | -7.23% | ||
| 1 Year | -7.87% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.980 | 3.760 |
|---|---|---|
| 1M High / 1M Low: | 5.110 | 3.760 |
| 6M High / 6M Low: | 6.080 | 3.200 |
| High (YTD): | 5/10/2024 | 6.080 |
| Low (YTD): | 1/17/2024 | 3.200 |
| 52W High: | 5/10/2024 | 6.080 |
| 52W Low: | 10/26/2023 | 0.700 |
| Avg. price 1W: | 4.432 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.711 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.589 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.382 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 96.88% | |
| Volatility 6M: | 79.61% | |
| Volatility 1Y: | 106.72% | |
| Volatility 3Y: | - |
