UBSW Unknown/ CH1237815456 /
| 10/05/2024 21:51:18 | Chg.+0.380 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.710EUR | +11.41% | - Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. | 152.00 - | 17/06/2024 | Call |
Master data
| WKN: | UL0HGC |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 152.00 - |
| Maturity: | 17/06/2024 |
| Issue date: | 16/12/2022 |
| Last trading day: | 14/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.70 |
|---|---|
| Intrinsic value: | 3.64 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.22 |
| Parity: | 3.64 |
| Time value: | 0.08 |
| Break-even: | 189.20 |
| Moneyness: | 1.24 |
| Premium: | 0.00 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.01 |
| Spread %: | 0.27% |
| Delta: | 0.98 |
| Theta: | -0.03 |
| Omega: | 4.94 |
| Rho: | 0.15 |
Quote data
| Open: | 3.320 |
|---|---|
| High: | 3.750 |
| Low: | 3.320 |
| Previous Close: | 3.330 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +37.41% | ||
|---|---|---|---|
| 1 Month | +48.40% | ||
| 3 Months | +89.29% | ||
| YTD | +70.18% | ||
| 1 Year | +120.83% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.710 | 2.880 |
|---|---|---|
| 1M High / 1M Low: | 3.710 | 2.260 |
| 6M High / 6M Low: | 3.710 | 0.330 |
| High (YTD): | 10/05/2024 | 3.710 |
| Low (YTD): | 17/01/2024 | 1.300 |
| 52W High: | 10/05/2024 | 3.710 |
| 52W Low: | 26/10/2023 | 0.159 |
| Avg. price 1W: | 3.182 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.656 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.099 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.593 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 101.24% | |
| Volatility 6M: | 147.43% | |
| Volatility 1Y: | 153.94% | |
| Volatility 3Y: | - |
