UBS Call 155 SIE 20.12.2024
/ CH1251051350
UBS Call 155 SIE 20.12.2024/ CH1251051350 /
| 16/08/2024 08:15:34 |
Chg.+0.20 |
Bid16:30:08 |
Ask16:30:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
+14.93% |
1.54
Bid Size: 50,000 |
1.55
Ask Size: 50,000 |
SIEMENS AG NA O.N. |
155.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UL19V6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.77 |
| Time value: |
0.75 |
| Break-even: |
170.20 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
7.30 |
| Rho: |
0.33 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.22% |
| 1 Month |
|
|
-50.16% |
| 3 Months |
|
|
-52.47% |
| YTD |
|
|
-38.65% |
| 1 Year |
|
|
+41.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.22 |
| 1M High / 1M Low: |
3.18 |
1.19 |
| 6M High / 6M Low: |
4.00 |
1.19 |
| High (YTD): |
13/05/2024 |
4.00 |
| Low (YTD): |
07/08/2024 |
1.19 |
| 52W High: |
13/05/2024 |
4.00 |
| 52W Low: |
26/10/2023 |
0.39 |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.09 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
157.54% |
| Volatility 6M: |
|
112.07% |
| Volatility 1Y: |
|
122.19% |
| Volatility 3Y: |
|
- |
