UBS Call 165 SIE 17.06.2024
/ CH1244017971
UBS Call 165 SIE 17.06.2024/ CH1244017971 /
| 2024-05-27 10:23:10 AM |
Chg.+0.16 |
Bid8:06:03 PM |
Ask8:06:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+12.70% |
1.44
Bid Size: 8,000 |
1.45
Ask Size: 8,000 |
SIEMENS AG NA O.N. |
165.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL2L57 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
1.23 |
| Time value: |
0.09 |
| Break-even: |
178.20 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.90 |
| Theta: |
-0.06 |
| Omega: |
12.04 |
| Rho: |
0.08 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.39% |
| 1 Month |
|
|
+6.77% |
| 3 Months |
|
|
-11.80% |
| YTD |
|
|
+13.60% |
| 1 Year |
|
|
-0.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.00 |
| 1M High / 1M Low: |
2.44 |
0.97 |
| 6M High / 6M Low: |
2.45 |
0.47 |
| High (YTD): |
2024-03-18 |
2.45 |
| Low (YTD): |
2024-01-17 |
0.65 |
| 52W High: |
2024-03-18 |
2.45 |
| 52W Low: |
2023-10-27 |
0.09 |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.94 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
256.28% |
| Volatility 6M: |
|
182.34% |
| Volatility 1Y: |
|
188.60% |
| Volatility 3Y: |
|
- |
