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UBS Call 115 SIE 17.06.2024/  CH1223942942  /

Frankfurt Zert./UBS
5/24/2024  7:38:07 PM Chg.+0.010 Bid9:04:58 AM Ask9:04:58 AM Underlying Strike price Expiration date Option type
6.230EUR +0.16% 6.330
Bid Size: 50,000		 6.340
Ask Size: 50,000		 SIEMENS AG NA O.N. 115.00 - 6/17/2024 Call
 

Master data

WKN: UK83WU
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 6/17/2024
Issue date: 10/18/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.84
Leverage: Yes

Calculated values

Fair value: 6.26
Intrinsic value: 6.23
Implied volatility: -
Historic volatility: 0.23
Parity: 6.23
Time value: 0.02
Break-even: 177.50
Moneyness: 1.54
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.16%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 6.140
High: 6.280
Low: 6.130
Previous Close: 6.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.50%
1 Month
  -1.74%
3 Months
  -1.11%
YTD  
+12.66%
1 Year  
+28.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.230 5.850
1M High / 1M Low: 7.350 5.850
6M High / 6M Low: 7.350 3.700
High (YTD): 5/10/2024 7.350
Low (YTD): 1/17/2024 4.400
52W High: 5/10/2024 7.350
52W Low: 10/26/2023 1.340
Avg. price 1W:   6.014
Avg. volume 1W:   0.000
Avg. price 1M:   6.494
Avg. volume 1M:   0.000
Avg. price 6M:   5.699
Avg. volume 6M:   0.000
Avg. price 1Y:   4.463
Avg. volume 1Y:   0.000
Volatility 1M:   71.01%
Volatility 6M:   55.99%
Volatility 1Y:   81.11%
Volatility 3Y:   -