OverviewChartNewsTraderScreen

UBS Call 156 SIE 20.12.2024/  CH1251051368  /

Frankfurt Zert./UBS
11/09/2024  12:56:59 Chg.+0.080 Bid13:05:01 Ask13:05:01 Underlying Strike price Expiration date Option type
1.460EUR +5.80% 1.440
Bid Size: 50,000		 1.450
Ask Size: 50,000		 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: 11.28
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.64
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 0.64
Time value: 0.80
Break-even: 170.40
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.65
Theta: -0.06
Omega: 7.36
Rho: 0.25
 

Quote data

Open: 1.450
High: 1.510
Low: 1.450
Previous Close: 1.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.62%
1 Month  
+23.73%
3 Months
  -40.89%
YTD
  -42.06%
1 Year  
+62.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.710 1.340
1M High / 1M Low: 2.000 1.140
6M High / 6M Low: 3.910 1.110
High (YTD): 10/05/2024 3.910
Low (YTD): 07/08/2024 1.110
52W High: 10/05/2024 3.910
52W Low: 26/10/2023 0.380
Avg. price 1W:   1.502
Avg. volume 1W:   0.000
Avg. price 1M:   1.591
Avg. volume 1M:   0.000
Avg. price 6M:   2.520
Avg. volume 6M:   0.000
Avg. price 1Y:   2.077
Avg. volume 1Y:   0.000
Volatility 1M:   118.36%
Volatility 6M:   128.82%
Volatility 1Y:   129.20%
Volatility 3Y:   -