UBSW Unknown/  CH1237815399  /

UBS Investment Bank
2024-05-17  9:40:44 AM Chg.-0.350 Bid- Ask- Underlying Strike price Expiration date Option type
3.090EUR -10.17% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 142.00 - 2024-06-17 Call
 

Master data

WKN: UL0LT0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 142.00 -
Maturity: 2024-06-17
Issue date: 2022-12-16
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.36
Leverage: Yes

Calculated values

Fair value: 2.38
Intrinsic value: 2.37
Implied volatility: 3.61
Historic volatility: 0.23
Parity: 2.37
Time value: 0.72
Break-even: 172.90
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -3.44
Omega: 4.09
Rho: 0.01
 

Quote data

Open: 3.390
High: 3.400
Low: 2.950
Previous Close: 3.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.12%
3 Months
  -31.79%
YTD  
+3.00%
1 Year
  -8.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 4.620 3.090
6M High / 6M Low: 4.690 2.000
High (YTD): 2024-05-10 4.690
Low (YTD): 2024-01-17 2.000
52W High: 2024-05-10 4.690
52W Low: 2023-10-26 0.310
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.717
Avg. volume 1M:   0.000
Avg. price 6M:   3.238
Avg. volume 6M:   0.000
Avg. price 1Y:   2.215
Avg. volume 1Y:   0.000
Volatility 1M:   171.81%
Volatility 6M:   99.80%
Volatility 1Y:   135.62%
Volatility 3Y:   -