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UBS Call 156 SIE 20.12.2024/  CH1251051368  /

Frankfurt Zert./UBS
10/07/2024  19:27:15 Chg.+0.290 Bid21:50:14 Ask21:50:14 Underlying Strike price Expiration date Option type
2.730EUR +11.89% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 156.00 - 20/12/2024 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 -
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.07
Leverage: Yes

Calculated values

Fair value: 2.29
Intrinsic value: 1.73
Implied volatility: 0.28
Historic volatility: 0.23
Parity: 1.73
Time value: 0.72
Break-even: 180.50
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.41%
Delta: 0.77
Theta: -0.04
Omega: 5.45
Rho: 0.49
 

Quote data

Open: 2.450
High: 2.730
Low: 2.450
Previous Close: 2.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.44%
1 Month  
+5.00%
3 Months
  -4.21%
YTD  
+8.33%
1 Year  
+89.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.810 2.440
1M High / 1M Low: 2.910 2.000
6M High / 6M Low: 3.910 1.700
High (YTD): 10/05/2024 3.910
Low (YTD): 17/01/2024 1.700
52W High: 10/05/2024 3.910
52W Low: 26/10/2023 0.380
Avg. price 1W:   2.716
Avg. volume 1W:   0.000
Avg. price 1M:   2.458
Avg. volume 1M:   0.000
Avg. price 6M:   2.733
Avg. volume 6M:   0.000
Avg. price 1Y:   1.984
Avg. volume 1Y:   0.000
Volatility 1M:   146.86%
Volatility 6M:   107.85%
Volatility 1Y:   122.03%
Volatility 3Y:   -