UBSW Unknown/ CH1237815449 /
| 2024-05-27 8:06:03 PM | Chg.+0.150 | Bid8:06:03 PM | Ask8:06:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.910EUR | +5.43% | 2.910 Bid Size: 8,000 |
2.920 Ask Size: 8,000 |
SIEMENS AG NA O.N. | 150.00 - | 2024-06-17 | Call |
Master data
| WKN: | UL0CZ7 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-12-16 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.76 |
|---|---|
| Intrinsic value: | 2.73 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.23 |
| Parity: | 2.73 |
| Time value: | 0.04 |
| Break-even: | 177.70 |
| Moneyness: | 1.18 |
| Premium: | 0.00 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.01 |
| Spread %: | 0.36% |
| Delta: | 0.99 |
| Theta: | -0.03 |
| Omega: | 6.31 |
| Rho: | 0.08 |
Quote data
| Open: | 2.730 |
|---|---|
| High: | 2.940 |
| Low: | 2.730 |
| Previous Close: | 2.760 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +31.08% | ||
|---|---|---|---|
| 1 Month | +0.69% | ||
| 3 Months | -2.68% | ||
| YTD | +24.36% | ||
| 1 Year | +30.49% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.760 | 2.220 |
|---|---|---|
| 1M High / 1M Low: | 3.910 | 2.220 |
| 6M High / 6M Low: | 3.910 | 1.020 |
| High (YTD): | 2024-05-10 | 3.910 |
| Low (YTD): | 2024-01-17 | 1.430 |
| 52W High: | 2024-05-10 | 3.910 |
| 52W Low: | 2023-10-26 | 0.186 |
| Avg. price 1W: | 2.494 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.996 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.420 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.740 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 155.05% | |
| Volatility 6M: | 117.70% | |
| Volatility 1Y: | 152.60% | |
| Volatility 3Y: | - |
