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UBS Call 160 SIE 17.06.2024/  CH1244015264  /

UBS Investment Bank
2024-05-27  7:46:00 PM Chg.+0.140 Bid7:46:00 PM Ask7:46:00 PM Underlying Strike price Expiration date Option type
1.920EUR +7.87% 1.920
Bid Size: 8,000		 1.930
Ask Size: 8,000		 SIEMENS AG NA O.N. 160.00 - 2024-06-17 Call
 

Master data

WKN: UL2UQ3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-17
Issue date: 2023-01-20
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.91
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.73
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 1.73
Time value: 0.06
Break-even: 177.90
Moneyness: 1.11
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.56%
Delta: 0.95
Theta: -0.04
Omega: 9.41
Rho: 0.09
 

Quote data

Open: 1.750
High: 1.960
Low: 1.750
Previous Close: 1.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -2.04%
3 Months
  -9.00%
YTD  
+19.25%
1 Year  
+14.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.780 1.280
1M High / 1M Low: 2.930 1.280
6M High / 6M Low: 2.930 0.610
High (YTD): 2024-05-10 2.930
Low (YTD): 2024-01-17 0.870
52W High: 2024-05-10 2.930
52W Low: 2023-10-26 0.096
Avg. price 1W:   1.528
Avg. volume 1W:   0.000
Avg. price 1M:   2.037
Avg. volume 1M:   0.000
Avg. price 6M:   1.639
Avg. volume 6M:   0.000
Avg. price 1Y:   1.180
Avg. volume 1Y:   0.000
Volatility 1M:   211.71%
Volatility 6M:   150.87%
Volatility 1Y:   176.81%
Volatility 3Y:   -