UBS Call 155 SIE 20.12.2024
/ CH1251051350
UBS Call 155 SIE 20.12.2024/ CH1251051350 /
| 17/07/2024 08:15:15 |
Chg.+0.09 |
Bid13:27:27 |
Ask13:27:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.18EUR |
+2.91% |
2.88
Bid Size: 50,000 |
2.89
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: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
2.66 |
| Time value: |
0.57 |
| Break-even: |
187.30 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.31% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
4.70 |
| Rho: |
0.51 |
Quote data
| Open: |
3.18 |
| High: |
3.18 |
| Low: |
3.18 |
| Previous Close: |
3.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.19% |
| 1 Month |
|
|
+55.12% |
| 3 Months |
|
|
+12.77% |
| YTD |
|
|
+26.69% |
| 1 Year |
|
|
+83.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
2.52 |
| 1M High / 1M Low: |
3.29 |
2.05 |
| 6M High / 6M Low: |
4.00 |
1.76 |
| High (YTD): |
13/05/2024 |
4.00 |
| Low (YTD): |
17/01/2024 |
1.76 |
| 52W High: |
13/05/2024 |
4.00 |
| 52W Low: |
26/10/2023 |
0.39 |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.07 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
114.90% |
| Volatility 6M: |
|
98.74% |
| Volatility 1Y: |
|
118.88% |
| Volatility 3Y: |
|
- |
