UBS Call 156 SIE 20.12.2024
/ CH1251051368
UBS Call 156 SIE 20.12.2024/ CH1251051368 /
| 2024-08-05 11:12:58 AM |
Chg.-0.39 |
Bid7:43:36 PM |
Ask7:43:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-24.53% |
1.21
Bid Size: 8,000 |
-
Ask Size: - |
SIEMENS AG NA O.N. |
156.00 - |
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 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.18 |
| Time value: |
1.19 |
| Break-even: |
169.70 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.59 |
| Theta: |
-0.05 |
| Omega: |
6.79 |
| Rho: |
0.30 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.70% |
| 1 Month |
|
|
-57.30% |
| 3 Months |
|
|
-58.48% |
| YTD |
|
|
-51.02% |
| 1 Year |
|
|
-26.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.59 |
| 1M High / 1M Low: |
3.21 |
1.59 |
| 6M High / 6M Low: |
3.92 |
1.59 |
| High (YTD): |
2024-03-18 |
3.92 |
| Low (YTD): |
2024-08-02 |
1.59 |
| 52W High: |
2024-03-18 |
3.92 |
| 52W Low: |
2023-10-26 |
0.37 |
| Avg. price 1W: |
|
1.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.04 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
148.10% |
| Volatility 6M: |
|
107.65% |
| Volatility 1Y: |
|
123.46% |
| Volatility 3Y: |
|
- |
