UBS Call 155 SIE 20.12.2024
/ CH1251051350
UBS Call 155 SIE 20.12.2024/ CH1251051350 /
2024-07-10 7:33:06 PM |
Chg.+0.290 |
Bid9:50:08 PM |
Ask9:50:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.810EUR |
+11.51% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
155.00 - |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-02-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
1.83 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
1.83 |
Time value: |
0.70 |
Break-even: |
180.30 |
Moneyness: |
1.12 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.40% |
Delta: |
0.78 |
Theta: |
-0.04 |
Omega: |
5.34 |
Rho: |
0.49 |
Quote data
Open: |
2.520 |
High: |
2.810 |
Low: |
2.520 |
Previous Close: |
2.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.40% |
1 Month |
|
|
+4.85% |
3 Months |
|
|
-3.10% |
YTD |
|
|
+8.91% |
1 Year |
|
|
+89.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.890 |
2.520 |
1M High / 1M Low: |
2.990 |
2.070 |
6M High / 6M Low: |
3.990 |
1.750 |
High (YTD): |
2024-05-10 |
3.990 |
Low (YTD): |
2024-01-17 |
1.750 |
52W High: |
2024-05-10 |
3.990 |
52W Low: |
2023-10-26 |
0.390 |
Avg. price 1W: |
|
2.796 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.535 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.806 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.040 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
144.86% |
Volatility 6M: |
|
106.19% |
Volatility 1Y: |
|
120.68% |
Volatility 3Y: |
|
- |