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: |
|
- |
