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UBS Call 118 SIE 17.06.2024/  CH1223942967  /

UBS Investment Bank
2024-05-13  8:23:16 PM Chg.-0.050 Bid8:23:16 PM Ask8:23:16 PM Underlying Strike price Expiration date Option type
7.020EUR -0.71% 7.020
Bid Size: 8,000		 7.030
Ask Size: 8,000		 SIEMENS AG NA O.N. 118.00 - 2024-06-17 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: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.66
Leverage: Yes

Calculated values

Fair value: 7.08
Intrinsic value: 7.04
Implied volatility: -
Historic volatility: 0.22
Parity: 7.04
Time value: 0.04
Break-even: 188.80
Moneyness: 1.60
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.14%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 7.050
High: 7.130
Low: 7.000
Previous Close: 7.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.04%
1 Month  
+27.87%
3 Months  
+49.04%
YTD  
+33.71%
1 Year  
+75.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.070 6.210
1M High / 1M Low: 7.070 5.590
6M High / 6M Low: 7.070 1.920
High (YTD): 2024-05-10 7.070
Low (YTD): 2024-01-17 4.150
52W High: 2024-05-10 7.070
52W Low: 2023-10-26 1.180
Avg. price 1W:   6.528
Avg. volume 1W:   0.000
Avg. price 1M:   6.001
Avg. volume 1M:   0.000
Avg. price 6M:   5.144
Avg. volume 6M:   0.000
Avg. price 1Y:   4.129
Avg. volume 1Y:   0.000
Volatility 1M:   54.08%
Volatility 6M:   72.70%
Volatility 1Y:   85.96%
Volatility 3Y:   -