UBS Call 120 SIE 17.06.2024
/ CH1223942975
UBS Call 120 SIE 17.06.2024/ CH1223942975 /
| 2024-05-13 8:07:22 AM |
Chg.+0.37 |
Bid7:54:44 PM |
Ask7:54:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.87EUR |
+5.69% |
6.81
Bid Size: 8,000 |
-
Ask Size: - |
SIEMENS AG NA O.N. |
120.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK83X6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.88 |
| Intrinsic value: |
6.84 |
| Implied volatility: |
- |
| Historic volatility: |
0.22 |
| Parity: |
6.84 |
| Time value: |
0.02 |
| Break-even: |
188.60 |
| Moneyness: |
1.57 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.15% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.87 |
| High: |
6.87 |
| Low: |
6.87 |
| Previous Close: |
6.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.44% |
| 1 Month |
|
|
+22.90% |
| 3 Months |
|
|
+52.33% |
| YTD |
|
|
+36.85% |
| 1 Year |
|
|
+80.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.50 |
5.85 |
| 1M High / 1M Low: |
6.50 |
5.32 |
| 6M High / 6M Low: |
6.74 |
1.74 |
| High (YTD): |
2024-03-18 |
6.74 |
| Low (YTD): |
2024-01-17 |
3.92 |
| 52W High: |
2024-03-18 |
6.74 |
| 52W Low: |
2023-10-26 |
1.06 |
| Avg. price 1W: |
|
6.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.94 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
53.17% |
| Volatility 6M: |
|
75.79% |
| Volatility 1Y: |
|
88.73% |
| Volatility 3Y: |
|
- |
