UBS Call 156 SIE/ CH1237815480 /
| 14/06/2024 19:40:38 | Chg.-0.470 | Bid21:53:49 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.020EUR | -31.54% | - Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. | 156.00 - | 17/06/2024 | Call |
Master data
| WKN: | UL0B51 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 156.00 - |
| Maturity: | 17/06/2024 |
| Issue date: | 16/12/2022 |
| Last trading day: | 14/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.98 |
|---|---|
| Intrinsic value: | 0.97 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.23 |
| Parity: | 0.97 |
| Time value: | 0.01 |
| Break-even: | 165.80 |
| Moneyness: | 1.06 |
| Premium: | 0.00 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 1.03% |
| Delta: | 0.98 |
| Theta: | -0.07 |
| Omega: | 16.63 |
| Rho: | 0.01 |
Quote data
| Open: | 1.580 |
|---|---|
| High: | 1.580 |
| Low: | 0.990 |
| Previous Close: | 1.490 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -44.86% | ||
|---|---|---|---|
| 1 Month | -43.65% | ||
| 3 Months | -68.13% | ||
| YTD | -45.74% | ||
| 1 Year | -54.26% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.230 | 1.020 |
|---|---|---|
| 1M High / 1M Low: | 2.320 | 1.020 |
| 6M High / 6M Low: | 3.310 | 1.020 |
| High (YTD): | 10/05/2024 | 3.310 |
| Low (YTD): | 14/06/2024 | 1.020 |
| 52W High: | 10/05/2024 | 3.310 |
| 52W Low: | 26/10/2023 | 0.123 |
| Avg. price 1W: | 1.654 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.942 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.033 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.391 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 240.14% | |
| Volatility 6M: | 159.91% | |
| Volatility 1Y: | 176.49% | |
| Volatility 3Y: | - |
