UBS Call 118 SIE 17.06.2024
/ CH1223942967
UBS Call 118 SIE 17.06.2024/ CH1223942967 /
| 28/05/2024 09:17:14 |
Chg.+0.060 |
Bid09:17:14 |
Ask09:17:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.160EUR |
+0.98% |
6.160
Bid Size: 50,000 |
6.170
Ask Size: 50,000 |
SIEMENS AG NA O.N. |
118.00 - |
17/06/2024 |
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: |
17/06/2024 |
| Issue date: |
18/10/2022 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.96 |
| Intrinsic value: |
5.93 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
5.93 |
| Time value: |
-0.02 |
| Break-even: |
177.10 |
| Moneyness: |
1.50 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.110 |
| High: |
6.250 |
| Low: |
6.090 |
| Previous Close: |
6.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.80% |
| 1 Month |
|
|
+2.33% |
| 3 Months |
|
|
-2.53% |
| YTD |
|
|
+17.33% |
| 1 Year |
|
|
+34.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.100 |
5.570 |
| 1M High / 1M Low: |
7.070 |
5.550 |
| 6M High / 6M Low: |
7.070 |
3.540 |
| High (YTD): |
10/05/2024 |
7.070 |
| Low (YTD): |
17/01/2024 |
4.150 |
| 52W High: |
10/05/2024 |
7.070 |
| 52W Low: |
26/10/2023 |
1.180 |
| Avg. price 1W: |
|
5.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.201 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
76.85% |
| Volatility 6M: |
|
60.87% |
| Volatility 1Y: |
|
86.22% |
| Volatility 3Y: |
|
- |
