UBS Call 150 SIE 17.06.2024
/ CH1237815449
UBS Call 150 SIE 17.06.2024/ CH1237815449 /
| 2024-05-24 10:20:11 AM |
Chg.+0.08 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
+3.04% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
150.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL0CZ7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-16 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
2.73 |
| Time value: |
0.04 |
| Break-even: |
177.70 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.99 |
| Theta: |
-0.02 |
| Omega: |
6.34 |
| Rho: |
0.09 |
Quote data
| Open: |
2.71 |
| High: |
2.71 |
| Low: |
2.71 |
| Previous Close: |
2.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.38% |
| 1 Month |
|
|
+2.65% |
| 3 Months |
|
|
-4.24% |
| YTD |
|
|
+19.91% |
| 1 Year |
|
|
+21.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
2.41 |
| 1M High / 1M Low: |
3.89 |
2.27 |
| 6M High / 6M Low: |
3.89 |
1.03 |
| High (YTD): |
2024-05-13 |
3.89 |
| Low (YTD): |
2024-01-17 |
1.40 |
| 52W High: |
2024-05-13 |
3.89 |
| 52W Low: |
2023-10-26 |
0.18 |
| Avg. price 1W: |
|
2.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
169.74% |
| Volatility 6M: |
|
125.75% |
| Volatility 1Y: |
|
153.43% |
| Volatility 3Y: |
|
- |
