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UBS Call 142 SIE 20.12.2024/  CH1251051277  /

Frankfurt Zert./UBS
2024-08-05  7:32:47 PM Chg.-0.170 Bid9:54:34 PM Ask2024-08-05 Underlying Strike price Expiration date Option type
2.120EUR -7.42% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 142.00 - 2024-12-20 Call
 

Master data

WKN: UL180N
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 142.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.83
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 1.58
Implied volatility: 0.34
Historic volatility: 0.24
Parity: 1.58
Time value: 0.73
Break-even: 165.10
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.75
Theta: -0.05
Omega: 5.13
Rho: 0.36
 

Quote data

Open: 1.970
High: 2.150
Low: 1.920
Previous Close: 2.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.27%
1 Month
  -46.60%
3 Months
  -49.28%
YTD
  -39.26%
1 Year
  -9.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.230 2.290
1M High / 1M Low: 4.560 2.290
6M High / 6M Low: 5.130 2.290
High (YTD): 2024-05-10 5.130
Low (YTD): 2024-08-02 2.290
52W High: 2024-05-10 5.130
52W Low: 2023-10-26 0.660
Avg. price 1W:   2.904
Avg. volume 1W:   0.000
Avg. price 1M:   3.583
Avg. volume 1M:   0.000
Avg. price 6M:   3.912
Avg. volume 6M:   0.000
Avg. price 1Y:   2.924
Avg. volume 1Y:   0.000
Volatility 1M:   126.98%
Volatility 6M:   95.78%
Volatility 1Y:   106.92%
Volatility 3Y:   -