UBS Call 135 SIE 17.06.2024
/ CH1230088580
UBS Call 135 SIE 17.06.2024/ CH1230088580 /
| 10/06/2024 12:19:20 |
Chg.-0.160 |
Bid12:58:28 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.790EUR |
-4.05% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
135.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UK83TG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
09/11/2022 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.95 |
| Intrinsic value: |
3.94 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
3.94 |
| Time value: |
0.01 |
| Break-even: |
174.50 |
| Moneyness: |
1.29 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
1.02% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.850 |
| High: |
3.850 |
| Low: |
3.730 |
| Previous Close: |
3.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.61% |
| 1 Month |
|
|
-29.42% |
| 3 Months |
|
|
-22.02% |
| YTD |
|
|
+4.41% |
| 1 Year |
|
|
+15.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.370 |
3.950 |
| 1M High / 1M Low: |
5.370 |
3.760 |
| 6M High / 6M Low: |
5.370 |
2.540 |
| High (YTD): |
10/05/2024 |
5.370 |
| Low (YTD): |
17/01/2024 |
2.540 |
| 52W High: |
10/05/2024 |
5.370 |
| 52W Low: |
27/10/2023 |
0.500 |
| Avg. price 1W: |
|
4.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.905 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.825 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
108.39% |
| Volatility 6M: |
|
84.12% |
| Volatility 1Y: |
|
116.70% |
| Volatility 3Y: |
|
- |
