UBS Call 156 SIE 20.12.2024
/ CH1251051368
UBS Call 156 SIE 20.12.2024/ CH1251051368 /
10/11/2024 9:53:20 PM |
Chg.+0.180 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.180EUR |
+6.00% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
156.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/21/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.11 |
Intrinsic value: |
2.98 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
2.98 |
Time value: |
0.21 |
Break-even: |
187.90 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.31% |
Delta: |
0.91 |
Theta: |
-0.04 |
Omega: |
5.32 |
Rho: |
0.26 |
Quote data
Open: |
2.980 |
High: |
3.230 |
Low: |
2.980 |
Previous Close: |
3.000 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.30% |
1 Month |
|
|
+117.81% |
3 Months |
|
|
-3.05% |
YTD |
|
|
+25.69% |
1 Year |
|
|
+335.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.180 |
2.780 |
1M High / 1M Low: |
3.180 |
1.410 |
6M High / 6M Low: |
3.920 |
1.070 |
High (YTD): |
5/10/2024 |
3.920 |
Low (YTD): |
8/7/2024 |
1.070 |
52W High: |
5/10/2024 |
3.920 |
52W Low: |
10/26/2023 |
0.380 |
Avg. price 1W: |
|
3.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.378 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.378 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.217 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
178.91% |
Volatility 6M: |
|
145.87% |
Volatility 1Y: |
|
133.75% |
Volatility 3Y: |
|
- |