OverviewChartNewsTraderScreen

UBS Call 156 SIE 20.12.2024/  CH1251051368  /

Frankfurt Zert./UBS
2024-11-15  7:40:09 PM Chg.-0.100 Bid9:53:03 PM Ask9:53:03 PM Underlying Strike price Expiration date Option type
3.150EUR -3.08% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 156.00 EUR 2024-12-20 Call
 

Master data

WKN: UL1P76
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 156.00 EUR
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.80
Leverage: Yes

Calculated values

Fair value: 3.19
Intrinsic value: 3.14
Implied volatility: 0.38
Historic volatility: 0.23
Parity: 3.14
Time value: 0.09
Break-even: 188.30
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.31%
Delta: 0.95
Theta: -0.04
Omega: 5.52
Rho: 0.14
 

Quote data

Open: 3.090
High: 3.360
Low: 3.090
Previous Close: 3.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.14%
1 Month  
+3.62%
3 Months  
+114.29%
YTD  
+25.00%
1 Year  
+152.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.250 2.520
1M High / 1M Low: 3.310 2.430
6M High / 6M Low: 3.310 1.110
High (YTD): 2024-05-10 3.910
Low (YTD): 2024-08-07 1.110
52W High: 2024-05-10 3.910
52W Low: 2024-08-07 1.110
Avg. price 1W:   2.993
Avg. volume 1W:   0.000
Avg. price 1M:   2.868
Avg. volume 1M:   0.000
Avg. price 6M:   2.338
Avg. volume 6M:   0.000
Avg. price 1Y:   2.438
Avg. volume 1Y:   0.000
Volatility 1M:   154.97%
Volatility 6M:   147.86%
Volatility 1Y:   125.06%
Volatility 3Y:   -