UBS Call 146 SIE 17.06.2024
/ CH1237815423
UBS Call 146 SIE 17.06.2024/ CH1237815423 /
| 2024-05-17 8:19:44 AM |
Chg.-1.050 |
Bid9:41:23 AM |
Ask9:31:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.980EUR |
-26.05% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
146.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL0AT0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
146.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-16 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
3.21 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
3.21 |
| Time value: |
-0.51 |
| Break-even: |
173.00 |
| Moneyness: |
1.22 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.980 |
| High: |
2.980 |
| Low: |
2.980 |
| Previous Close: |
4.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-30.05% |
| 3 Months |
|
|
-26.05% |
| YTD |
|
|
+12.03% |
| 1 Year |
|
|
+2.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.260 |
2.980 |
| 6M High / 6M Low: |
4.290 |
1.680 |
| High (YTD): |
2024-05-10 |
4.290 |
| Low (YTD): |
2024-01-17 |
1.680 |
| 52W High: |
2024-05-10 |
4.290 |
| 52W Low: |
2023-10-26 |
0.235 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.879 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.960 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
206.97% |
| Volatility 6M: |
|
110.67% |
| Volatility 1Y: |
|
146.48% |
| Volatility 3Y: |
|
- |
