UBS Call 155 SIE 17.06.2024
/ CH1237815472
UBS Call 155 SIE 17.06.2024/ CH1237815472 /
2024-05-17 9:21:07 AM |
Chg.-1.030 |
Bid9:31:37 AM |
Ask9:31:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.840EUR |
-35.89% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
155.00 - |
2024-06-17 |
Call |
Master data
WKN: |
UL0YZ5 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2022-12-16 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.27 |
Intrinsic value: |
2.23 |
Implied volatility: |
- |
Historic volatility: |
0.23 |
Parity: |
2.23 |
Time value: |
-0.40 |
Break-even: |
173.30 |
Moneyness: |
1.14 |
Premium: |
-0.02 |
Premium p.a.: |
-0.33 |
Spread abs.: |
0.01 |
Spread %: |
0.55% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.110 |
High: |
2.110 |
Low: |
1.840 |
Previous Close: |
2.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-24.90% |
3 Months |
|
|
-26.40% |
YTD |
|
|
-5.64% |
1 Year |
|
|
-5.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.410 |
1.840 |
6M High / 6M Low: |
3.410 |
0.800 |
High (YTD): |
2024-05-10 |
3.410 |
Low (YTD): |
2024-01-17 |
1.110 |
52W High: |
2024-05-10 |
3.410 |
52W Low: |
2023-10-26 |
0.132 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.734 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.022 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.439 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
196.87% |
Volatility 6M: |
|
138.81% |
Volatility 1Y: |
|
166.33% |
Volatility 3Y: |
|
- |