UBS Call 118 SIE 17.06.2024
/ CH1223942967
UBS Call 118 SIE 17.06.2024/ CH1223942967 /
| 6/14/2024 9:40:03 PM |
Chg.-0.580 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.760EUR |
-10.86% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
118.00 - |
6/17/2024 |
Call |
Master data
| WKN: |
UK8SU1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
118.00 - |
| Maturity: |
6/17/2024 |
| Issue date: |
10/18/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.77 |
| Implied volatility: |
3.79 |
| Historic volatility: |
0.23 |
| Parity: |
4.77 |
| Time value: |
0.22 |
| Break-even: |
167.90 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
9.62 |
| Spread abs.: |
0.23 |
| Spread %: |
4.83% |
| Delta: |
0.91 |
| Theta: |
-1.87 |
| Omega: |
3.03 |
| Rho: |
0.01 |
Quote data
| Open: |
5.100 |
| High: |
5.100 |
| Low: |
4.750 |
| Previous Close: |
5.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.15% |
| 1 Month |
|
|
-18.21% |
| 3 Months |
|
|
-30.61% |
| YTD |
|
|
-9.33% |
| 1 Year |
|
|
-8.11% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.980 |
4.760 |
| 1M High / 1M Low: |
6.100 |
4.760 |
| 6M High / 6M Low: |
7.070 |
4.150 |
| High (YTD): |
5/10/2024 |
7.070 |
| Low (YTD): |
1/17/2024 |
4.150 |
| 52W High: |
5/10/2024 |
7.070 |
| 52W Low: |
10/26/2023 |
1.180 |
| Avg. price 1W: |
|
5.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.721 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.253 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
77.05% |
| Volatility 6M: |
|
65.66% |
| Volatility 1Y: |
|
87.55% |
| Volatility 3Y: |
|
- |
