UBS Call 144 SIE 20.12.2024
/ CH1251051285
UBS Call 144 SIE 20.12.2024/ CH1251051285 /
11/09/2024 08:15:01 |
Chg.+0.02 |
Bid20:03:45 |
Ask20:03:45 |
Underlying |
Strike price |
Expiration date |
Option type |
2.36EUR |
+0.85% |
2.34 Bid Size: 8,000 |
2.35 Ask Size: 8,000 |
SIEMENS AG NA O.N. |
144.00 - |
20/12/2024 |
Call |
Master data
WKN: |
UL1ZUT |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
144.00 - |
Maturity: |
20/12/2024 |
Issue date: |
21/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.12 |
Intrinsic value: |
1.84 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
1.84 |
Time value: |
0.50 |
Break-even: |
167.40 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
0.43% |
Delta: |
0.79 |
Theta: |
-0.05 |
Omega: |
5.51 |
Rho: |
0.29 |
Quote data
Open: |
2.36 |
High: |
2.36 |
Low: |
2.36 |
Previous Close: |
2.34 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.92% |
1 Month |
|
|
+7.76% |
3 Months |
|
|
-34.63% |
YTD |
|
|
-27.61% |
1 Year |
|
|
+76.12% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.66 |
2.28 |
1M High / 1M Low: |
3.00 |
1.97 |
6M High / 6M Low: |
4.96 |
1.85 |
High (YTD): |
13/05/2024 |
4.96 |
Low (YTD): |
06/08/2024 |
1.85 |
52W High: |
13/05/2024 |
4.96 |
52W Low: |
26/10/2023 |
0.61 |
Avg. price 1W: |
|
2.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.49 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.88 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
84.10% |
Volatility 6M: |
|
97.52% |
Volatility 1Y: |
|
107.39% |
Volatility 3Y: |
|
- |