UBS Call 146 SIE 20.12.2024
/ CH1251051301
UBS Call 146 SIE 20.12.2024/ CH1251051301 /
| 2024-08-05 9:53:02 PM |
Chg.-0.200 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.800EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
146.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1Y0N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
146.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
1.18 |
| Time value: |
0.83 |
| Break-even: |
166.10 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
5.58 |
| Rho: |
0.35 |
Quote data
| Open: |
1.680 |
| High: |
1.880 |
| Low: |
1.630 |
| Previous Close: |
2.000 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.94% |
| 1 Month |
|
|
-50.68% |
| 3 Months |
|
|
-55.11% |
| YTD |
|
|
-43.75% |
| 1 Year |
|
|
-12.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.870 |
1.800 |
| 1M High / 1M Low: |
4.170 |
1.800 |
| 6M High / 6M Low: |
4.790 |
1.800 |
| High (YTD): |
2024-05-10 |
4.790 |
| Low (YTD): |
2024-08-05 |
1.800 |
| 52W High: |
2024-05-10 |
4.790 |
| 52W Low: |
2023-10-26 |
0.570 |
| Avg. price 1W: |
|
2.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.650 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
139.75% |
| Volatility 6M: |
|
102.59% |
| Volatility 1Y: |
|
111.98% |
| Volatility 3Y: |
|
- |
