UBS Call 154 SIE 17.06.2024/  CH1237815464  /

EUWAX
2024-05-15  9:04:42 AM Chg.- Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
3.36EUR - -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 154.00 - 2024-06-17 Call
 

Master data

WKN: UL0YYT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 154.00 -
Maturity: 2024-06-17
Issue date: 2022-12-16
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.23
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 2.33
Implied volatility: -
Historic volatility: 0.23
Parity: 2.33
Time value: -0.41
Break-even: 173.20
Moneyness: 1.15
Premium: -0.02
Premium p.a.: -0.31
Spread abs.: 0.01
Spread %: 0.52%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 3.36
High: 3.36
Low: 3.36
Previous Close: 3.38
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+48.02%
3 Months  
+36.03%
YTD  
+71.43%
1 Year  
+68.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.50 2.28
6M High / 6M Low: 3.50 0.84
High (YTD): 2024-05-13 3.50
Low (YTD): 2024-01-17 1.16
52W High: 2024-05-13 3.50
52W Low: 2023-10-26 0.14
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.84
Avg. volume 1M:   0.00
Avg. price 6M:   2.09
Avg. volume 6M:   0.00
Avg. price 1Y:   1.48
Avg. volume 1Y:   0.00
Volatility 1M:   97.04%
Volatility 6M:   125.90%
Volatility 1Y:   159.79%
Volatility 3Y:   -