UBS Call 164 SIE 17.06.2024
/ CH1244015280
UBS Call 164 SIE 17.06.2024/ CH1244015280 /
| 2024-05-27 9:29:40 PM |
Chg.+0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
164.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL2K1S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
164.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
1.33 |
| Time value: |
0.08 |
| Break-even: |
178.10 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.91 |
| Theta: |
-0.06 |
| Omega: |
11.48 |
| Rho: |
0.08 |
Quote data
| Open: |
1.370 |
| High: |
1.570 |
| Low: |
1.370 |
| Previous Close: |
1.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.83% |
| 1 Month |
|
|
-4.94% |
| 3 Months |
|
|
-13.97% |
| YTD |
|
|
+13.24% |
| 1 Year |
|
|
+4.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
0.940 |
| 1M High / 1M Low: |
2.550 |
0.940 |
| 6M High / 6M Low: |
2.550 |
0.490 |
| High (YTD): |
2024-05-10 |
2.550 |
| Low (YTD): |
2024-01-17 |
0.700 |
| 52W High: |
2024-05-10 |
2.550 |
| 52W Low: |
2023-10-26 |
0.075 |
| Avg. price 1W: |
|
1.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.989 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
247.81% |
| Volatility 6M: |
|
169.33% |
| Volatility 1Y: |
|
188.61% |
| Volatility 3Y: |
|
- |
