UBS Call 146 SIE 20.12.2024
/ CH1251051301
UBS Call 146 SIE 20.12.2024/ CH1251051301 /
| 10/11/2024 9:39:40 PM |
Chg.+0.190 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.120EUR |
+4.83% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
146.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.08 |
| Intrinsic value: |
3.98 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
3.98 |
| Time value: |
0.15 |
| Break-even: |
187.30 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
4.30 |
| Rho: |
0.26 |
Quote data
| Open: |
3.910 |
| High: |
4.160 |
| Low: |
3.910 |
| Previous Close: |
3.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.57% |
| 1 Month |
|
|
+84.75% |
| 3 Months |
|
|
-1.20% |
| YTD |
|
|
+28.75% |
| 1 Year |
|
|
+296.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.120 |
3.700 |
| 1M High / 1M Low: |
4.120 |
2.180 |
| 6M High / 6M Low: |
4.790 |
1.670 |
| High (YTD): |
5/10/2024 |
4.790 |
| Low (YTD): |
8/7/2024 |
1.670 |
| 52W High: |
5/10/2024 |
4.790 |
| 52W Low: |
10/26/2023 |
0.570 |
| Avg. price 1W: |
|
3.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.181 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.920 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
134.76% |
| Volatility 6M: |
|
118.26% |
| Volatility 1Y: |
|
112.49% |
| Volatility 3Y: |
|
- |
