UBS Call 134 SIE 20.12.2024
/ CH1258243950
UBS Call 134 SIE 20.12.2024/ CH1258243950 /
| 2024-10-11 9:54:02 PM |
Chg.+0.180 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.270EUR |
+3.54% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
134.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL2PPE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
134.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.27 |
| Intrinsic value: |
5.18 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
5.18 |
| Time value: |
0.10 |
| Break-even: |
186.80 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
0.99 |
| Theta: |
-0.02 |
| Omega: |
3.47 |
| Rho: |
0.25 |
Quote data
| Open: |
5.070 |
| High: |
5.320 |
| Low: |
5.070 |
| Previous Close: |
5.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.74% |
| 1 Month |
|
|
+57.78% |
| 3 Months |
|
|
+3.33% |
| YTD |
|
|
+27.91% |
| 1 Year |
|
|
+206.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.270 |
4.850 |
| 1M High / 1M Low: |
5.270 |
3.230 |
| 6M High / 6M Low: |
5.880 |
2.570 |
| High (YTD): |
2024-05-10 |
5.880 |
| Low (YTD): |
2024-08-07 |
2.570 |
| 52W High: |
2024-05-10 |
5.880 |
| 52W Low: |
2023-10-26 |
0.910 |
| Avg. price 1W: |
|
5.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.236 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.855 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
100.59% |
| Volatility 6M: |
|
94.38% |
| Volatility 1Y: |
|
93.61% |
| Volatility 3Y: |
|
- |
