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UBS Call 136 SIE 20.12.2024/  CH1252623173  /

Frankfurt Zert./UBS
2024-11-15  7:26:55 PM Chg.-0.080 Bid9:54:25 PM Ask9:54:25 PM Underlying Strike price Expiration date Option type
5.140EUR -1.53% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 136.00 EUR 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 EUR
Maturity: 2024-12-20
Issue date: 2023-02-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.59
Leverage: Yes

Calculated values

Fair value: 5.18
Intrinsic value: 5.14
Implied volatility: 0.59
Historic volatility: 0.23
Parity: 5.14
Time value: 0.08
Break-even: 188.20
Moneyness: 1.38
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.19%
Delta: 0.97
Theta: -0.04
Omega: 3.48
Rho: 0.12
 

Quote data

Open: 5.100
High: 5.350
Low: 5.100
Previous Close: 5.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.86%
1 Month  
+9.83%
3 Months  
+66.88%
YTD  
+30.13%
1 Year  
+215.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.220 4.270
1M High / 1M Low: 5.270 4.270
6M High / 6M Low: 5.270 2.460
High (YTD): 2024-05-10 5.680
Low (YTD): 2024-08-07 2.460
52W High: 2024-05-10 5.680
52W Low: 2023-11-20 2.240
Avg. price 1W:   4.784
Avg. volume 1W:   0.000
Avg. price 1M:   4.761
Avg. volume 1M:   0.000
Avg. price 6M:   4.058
Avg. volume 6M:   0.000
Avg. price 1Y:   4.042
Avg. volume 1Y:   0.000
Volatility 1M:   110.84%
Volatility 6M:   98.42%
Volatility 1Y:   86.71%
Volatility 3Y:   -