UBS Call 155 SIE 20.12.2024
/ CH1251051350
UBS Call 155 SIE 20.12.2024/ CH1251051350 /
| 2024-07-10 9:50:07 PM |
Chg.+0.300 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.820EUR |
+11.90% |
-
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: |
2.500 |
| High: |
2.820 |
| Low: |
2.500 |
| Previous Close: |
2.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.70% |
| 1 Month |
|
|
+4.83% |
| 3 Months |
|
|
-3.42% |
| YTD |
|
|
+8.88% |
| 1 Year |
|
|
+88.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.900 |
2.520 |
| 1M High / 1M Low: |
2.960 |
2.030 |
| 6M High / 6M Low: |
4.000 |
1.780 |
| High (YTD): |
2024-05-10 |
4.000 |
| Low (YTD): |
2024-01-17 |
1.780 |
| 52W High: |
2024-05-10 |
4.000 |
| 52W Low: |
2023-10-26 |
0.390 |
| Avg. price 1W: |
|
2.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.807 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.038 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
148.45% |
| Volatility 6M: |
|
105.55% |
| Volatility 1Y: |
|
120.91% |
| Volatility 3Y: |
|
- |
