UBS Call 150 SIE 17.06.2024
/ CH1237815449
UBS Call 150 SIE 17.06.2024/ CH1237815449 /
| 2024-05-10 10:22:02 AM |
Chg.+0.42 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.74EUR |
+12.65% |
-
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: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.90 |
| Intrinsic value: |
3.84 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
3.84 |
| Time value: |
0.08 |
| Break-even: |
189.20 |
| Moneyness: |
1.26 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.98 |
| Theta: |
-0.03 |
| Omega: |
4.69 |
| Rho: |
0.15 |
Quote data
| Open: |
3.74 |
| High: |
3.74 |
| Low: |
3.74 |
| Previous Close: |
3.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.13% |
| 1 Month |
|
|
+35.51% |
| 3 Months |
|
|
+84.24% |
| YTD |
|
|
+65.49% |
| 1 Year |
|
|
+108.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.74 |
2.87 |
| 1M High / 1M Low: |
3.74 |
2.49 |
| 6M High / 6M Low: |
3.79 |
0.37 |
| High (YTD): |
2024-03-18 |
3.79 |
| Low (YTD): |
2024-01-17 |
1.40 |
| 52W High: |
2024-03-18 |
3.79 |
| 52W Low: |
2023-10-26 |
0.18 |
| Avg. price 1W: |
|
3.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.71 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
113.51% |
| Volatility 6M: |
|
145.08% |
| Volatility 1Y: |
|
149.89% |
| Volatility 3Y: |
|
- |
