UBS Call 135 SIE 20.12.2024
/ CH1258243968
UBS Call 135 SIE 20.12.2024/ CH1258243968 /
| 2024-10-11 9:34:08 PM |
Chg.+0.190 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.180EUR |
+3.81% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
135.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-03-22 |
| Last trading day: |
2024-12-19 |
| 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: |
4.970 |
| High: |
5.220 |
| Low: |
4.970 |
| Previous Close: |
4.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.81% |
| 1 Month |
|
|
+59.38% |
| 3 Months |
|
|
+3.39% |
| YTD |
|
|
+28.22% |
| 1 Year |
|
|
+212.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.180 |
4.750 |
| 1M High / 1M Low: |
5.180 |
3.140 |
| 6M High / 6M Low: |
5.780 |
2.490 |
| High (YTD): |
2024-05-10 |
5.780 |
| Low (YTD): |
2024-08-07 |
2.490 |
| 52W High: |
2024-05-10 |
5.780 |
| 52W Low: |
2023-10-26 |
0.870 |
| Avg. price 1W: |
|
4.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.774 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
102.14% |
| Volatility 6M: |
|
94.97% |
| Volatility 1Y: |
|
94.42% |
| Volatility 3Y: |
|
- |
