UBS Call 116 SIE 17.06.2024
/ CH1223942959
UBS Call 116 SIE 17.06.2024/ CH1223942959 /
| 5/23/2024 8:07:14 AM |
Chg.+0.05 |
Bid3:13:35 PM |
Ask3:13:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.84EUR |
+0.86% |
6.19
Bid Size: 50,000 |
6.20
Ask Size: 50,000 |
SIEMENS AG NA O.N. |
116.00 - |
6/17/2024 |
Call |
Master data
| WKN: |
UK848U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 - |
| Maturity: |
6/17/2024 |
| Issue date: |
10/18/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.80 |
| Intrinsic value: |
5.77 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
5.77 |
| Time value: |
0.01 |
| Break-even: |
173.80 |
| Moneyness: |
1.50 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.84 |
| High: |
5.84 |
| Low: |
5.84 |
| Previous Close: |
5.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.21% |
| 1 Month |
|
|
-2.50% |
| 3 Months |
|
|
-1.68% |
| YTD |
|
|
+8.15% |
| 1 Year |
|
|
+28.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.79 |
5.66 |
| 1M High / 1M Low: |
7.27 |
5.66 |
| 6M High / 6M Low: |
7.27 |
3.53 |
| High (YTD): |
5/13/2024 |
7.27 |
| Low (YTD): |
1/17/2024 |
4.30 |
| 52W High: |
5/13/2024 |
7.27 |
| 52W Low: |
10/26/2023 |
1.28 |
| Avg. price 1W: |
|
5.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.34 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
85.54% |
| Volatility 6M: |
|
60.31% |
| Volatility 1Y: |
|
83.20% |
| Volatility 3Y: |
|
- |
