UBS Call 155 SIE 20.12.2024
/ CH1251051350
UBS Call 155 SIE 20.12.2024/ CH1251051350 /
| 05/08/2024 11:12:54 |
Chg.-0.41 |
Bid20:54:38 |
Ask20:54:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-24.70% |
1.25
Bid Size: 8,000 |
-
Ask Size: - |
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: |
11.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.28 |
| Time value: |
1.15 |
| Break-even: |
169.30 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.60 |
| Theta: |
-0.05 |
| Omega: |
6.65 |
| Rho: |
0.30 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.20% |
| 1 Month |
|
|
-56.90% |
| 3 Months |
|
|
-57.91% |
| YTD |
|
|
-50.20% |
| 1 Year |
|
|
-25.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.66 |
| 1M High / 1M Low: |
3.29 |
1.66 |
| 6M High / 6M Low: |
4.00 |
1.66 |
| High (YTD): |
13/05/2024 |
4.00 |
| Low (YTD): |
02/08/2024 |
1.66 |
| 52W High: |
13/05/2024 |
4.00 |
| 52W Low: |
26/10/2023 |
0.39 |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.10 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
143.71% |
| Volatility 6M: |
|
106.04% |
| Volatility 1Y: |
|
121.43% |
| Volatility 3Y: |
|
- |
