UBS Call 136 SIE 20.12.2024
/ CH1252623173
UBS Call 136 SIE 20.12.2024/ CH1252623173 /
| 2024-08-02 8:50:51 AM |
Chg.-0.59 |
Bid10:00:16 PM |
Ask10:00:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
-15.90% |
-
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: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
3.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
-30.67% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
-19.59% |
| 1 Year |
|
|
+14.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.84 |
3.12 |
| 1M High / 1M Low: |
5.02 |
3.12 |
| 6M High / 6M Low: |
5.68 |
3.12 |
| High (YTD): |
2024-05-13 |
5.68 |
| Low (YTD): |
2024-01-17 |
2.97 |
| 52W High: |
2024-05-13 |
5.68 |
| 52W Low: |
2023-10-26 |
0.83 |
| Avg. price 1W: |
|
3.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.36 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
99.13% |
| Volatility 6M: |
|
79.28% |
| Volatility 1Y: |
|
94.99% |
| Volatility 3Y: |
|
- |
