UBS Call 156 SIE 20.12.2024
/ CH1251051368
UBS Call 156 SIE 20.12.2024/ CH1251051368 /
| 05/08/2024 21:52:40 |
Chg.-0.180 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
-13.24% |
-
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: |
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: |
1.090 |
| High: |
1.250 |
| Low: |
1.080 |
| Previous Close: |
1.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.58% |
| 1 Month |
|
|
-57.86% |
| 3 Months |
|
|
-61.06% |
| YTD |
|
|
-53.36% |
| 1 Year |
|
|
-24.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.080 |
1.360 |
| 1M High / 1M Low: |
3.280 |
1.360 |
| 6M High / 6M Low: |
3.920 |
1.360 |
| High (YTD): |
10/05/2024 |
3.920 |
| Low (YTD): |
02/08/2024 |
1.360 |
| 52W High: |
10/05/2024 |
3.920 |
| 52W Low: |
26/10/2023 |
0.380 |
| Avg. price 1W: |
|
1.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.786 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.036 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
164.27% |
| Volatility 6M: |
|
119.82% |
| Volatility 1Y: |
|
127.80% |
| Volatility 3Y: |
|
- |
