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UBS Call 136 SIE 20.12.2024/  CH1252623173  /

Frankfurt Zert./UBS
2024-08-02  7:27:25 PM Chg.-0.490 Bid9:54:24 PM Ask9:54:24 PM Underlying Strike price Expiration date Option type
2.760EUR -15.08% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 136.00 - 2024-12-20 Call
 

Master data

WKN: UL1KYT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 136.00 -
Maturity: 2024-12-20
Issue date: 2023-02-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.68
Leverage: Yes

Calculated values

Fair value: 2.51
Intrinsic value: 2.18
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 2.18
Time value: 0.60
Break-even: 163.80
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.36%
Delta: 0.80
Theta: -0.04
Omega: 4.56
Rho: 0.38
 

Quote data

Open: 3.090
High: 3.090
Low: 2.710
Previous Close: 3.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.75%
1 Month
  -39.34%
3 Months
  -41.40%
YTD
  -30.13%
1 Year  
+1.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.760 2.760
1M High / 1M Low: 4.920 2.760
6M High / 6M Low: 5.680 2.760
High (YTD): 2024-05-10 5.680
Low (YTD): 2024-08-02 2.760
52W High: 2024-05-10 5.680
52W Low: 2023-10-26 0.830
Avg. price 1W:   3.416
Avg. volume 1W:   0.000
Avg. price 1M:   4.126
Avg. volume 1M:   0.000
Avg. price 6M:   4.429
Avg. volume 6M:   0.000
Avg. price 1Y:   3.354
Avg. volume 1Y:   0.000
Volatility 1M:   105.11%
Volatility 6M:   85.78%
Volatility 1Y:   100.14%
Volatility 3Y:   -