UBS Call 145 SIE 17.06.2024/  CH1237815415  /

Frankfurt Zert./UBS
2024-06-13  7:31:40 PM Chg.-0.310 Bid9:50:26 PM Ask- Underlying Strike price Expiration date Option type
2.590EUR -10.69% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 145.00 - 2024-06-17 Call
 

Master data

WKN: UL0B50
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-06-17
Issue date: 2022-12-16
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.12
Leverage: Yes

Calculated values

Fair value: 3.32
Intrinsic value: 3.31
Implied volatility: -
Historic volatility: 0.23
Parity: 3.31
Time value: -0.40
Break-even: 174.10
Moneyness: 1.23
Premium: -0.02
Premium p.a.: -0.87
Spread abs.: 0.00
Spread %: 0.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 3.200
High: 3.200
Low: 2.580
Previous Close: 2.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.91%
1 Month
  -40.46%
3 Months
  -37.29%
YTD
  -5.47%
1 Year
  -13.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.080 2.770
1M High / 1M Low: 4.350 2.770
6M High / 6M Low: 4.390 1.750
High (YTD): 2024-05-10 4.390
Low (YTD): 2024-01-17 1.750
52W High: 2024-05-10 4.390
52W Low: 2023-10-26 0.250
Avg. price 1W:   2.916
Avg. volume 1W:   0.000
Avg. price 1M:   3.243
Avg. volume 1M:   0.000
Avg. price 6M:   2.972
Avg. volume 6M:   0.000
Avg. price 1Y:   2.088
Avg. volume 1Y:   0.000
Volatility 1M:   135.55%
Volatility 6M:   108.94%
Volatility 1Y:   140.90%
Volatility 3Y:   -