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UBS Call 135 SIE 20.12.2024/  CH1258243968  /

Frankfurt Zert./UBS
11/10/2024  19:40:38 Chg.+0.180 Bid21:34:08 Ask21:34:08 Underlying Strike price Expiration date Option type
5.170EUR +3.61% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 135.00 - 20/12/2024 Call
 

Master data

WKN: UL2RVK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 20/12/2024
Issue date: 22/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.58
Leverage: Yes

Calculated values

Fair value: 5.17
Intrinsic value: 5.08
Implied volatility: 0.38
Historic volatility: 0.24
Parity: 5.08
Time value: 0.11
Break-even: 186.90
Moneyness: 1.38
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.19%
Delta: 0.98
Theta: -0.02
Omega: 3.51
Rho: 0.25
 

Quote data

Open: 4.990
High: 5.220
Low: 4.990
Previous Close: 4.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.23%
1 Month  
+58.59%
3 Months  
+3.61%
YTD  
+27.97%
1 Year  
+213.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.170 4.730
1M High / 1M Low: 5.170 3.110
6M High / 6M Low: 5.770 2.530
High (YTD): 10/05/2024 5.770
Low (YTD): 07/08/2024 2.530
52W High: 10/05/2024 5.770
52W Low: 27/10/2023 0.920
Avg. price 1W:   5.006
Avg. volume 1W:   0.000
Avg. price 1M:   4.225
Avg. volume 1M:   0.000
Avg. price 6M:   4.143
Avg. volume 6M:   0.000
Avg. price 1Y:   3.772
Avg. volume 1Y:   0.000
Volatility 1M:   105.44%
Volatility 6M:   93.56%
Volatility 1Y:   92.94%
Volatility 3Y:   -