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UBS Call 138 SIE 20.12.2024/  CH1251051251  /

Frankfurt Zert./UBS
2024-11-15  7:31:18 PM Chg.-0.090 Bid9:54:15 PM Ask9:54:15 PM Underlying Strike price Expiration date Option type
4.940EUR -1.79% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 138.00 EUR 2024-12-20 Call
 

Master data

WKN: UL1Y0K
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 138.00 EUR
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 4.98
Intrinsic value: 4.94
Implied volatility: 0.57
Historic volatility: 0.23
Parity: 4.94
Time value: 0.08
Break-even: 188.20
Moneyness: 1.36
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.20%
Delta: 0.97
Theta: -0.04
Omega: 3.62
Rho: 0.12
 

Quote data

Open: 4.900
High: 5.120
Low: 4.900
Previous Close: 5.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.39%
1 Month  
+4.22%
3 Months  
+70.34%
YTD  
+30.00%
1 Year  
+126.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.030 4.060
1M High / 1M Low: 5.070 4.060
6M High / 6M Low: 5.070 2.300
High (YTD): 2024-05-10 5.500
Low (YTD): 2024-08-07 2.300
52W High: 2024-05-10 5.500
52W Low: 2023-11-20 2.110
Avg. price 1W:   4.586
Avg. volume 1W:   0.000
Avg. price 1M:   4.565
Avg. volume 1M:   0.000
Avg. price 6M:   3.871
Avg. volume 6M:   0.000
Avg. price 1Y:   3.870
Avg. volume 1Y:   0.000
Volatility 1M:   119.23%
Volatility 6M:   102.84%
Volatility 1Y:   90.22%
Volatility 3Y:   -