UBSW Unknown/ CH1237815480 /
2024-05-27 10:24:10 AM | Chg.+0.120 | Bid10:24:10 AM | Ask10:24:10 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.290EUR | +5.53% | 2.290 Bid Size: 50,000 |
2.300 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 156.00 - | 2024-06-17 | Call |
Master data
WKN: | UL0B51 |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 156.00 - |
Maturity: | 2024-06-17 |
Issue date: | 2022-12-16 |
Last trading day: | 2024-06-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.13 |
Leverage: | Yes |
Calculated values
Fair value: | 2.17 |
---|---|
Intrinsic value: | 2.13 |
Implied volatility: | 0.30 |
Historic volatility: | 0.23 |
Parity: | 2.13 |
Time value: | 0.05 |
Break-even: | 177.80 |
Moneyness: | 1.14 |
Premium: | 0.00 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.01 |
Spread %: | 0.46% |
Delta: | 0.97 |
Theta: | -0.04 |
Omega: | 7.88 |
Rho: | 0.09 |
Quote data
Open: | 2.140 |
---|---|
High: | 2.310 |
Low: | 2.140 |
Previous Close: | 2.170 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +38.79% | ||
---|---|---|---|
1 Month | -1.72% | ||
3 Months | -6.53% | ||
YTD | +21.81% | ||
1 Year | +21.81% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.170 | 1.650 |
---|---|---|
1M High / 1M Low: | 3.320 | 1.650 |
6M High / 6M Low: | 3.320 | 0.750 |
High (YTD): | 2024-05-10 | 3.320 |
Low (YTD): | 2024-01-17 | 1.070 |
52W High: | 2024-05-10 | 3.320 |
52W Low: | 2023-10-26 | 0.126 |
Avg. price 1W: | 1.910 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 2.416 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 1.938 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 1.391 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 183.51% | |
Volatility 6M: | 135.71% | |
Volatility 1Y: | 166.77% | |
Volatility 3Y: | - |