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UBS Call 158 SIE 20.12.2024/  CH1251051376  /

Frankfurt Zert./UBS
2024-11-15  7:30:36 PM Chg.-0.090 Bid9:54:25 PM Ask9:54:25 PM Underlying Strike price Expiration date Option type
2.960EUR -2.95% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 158.00 EUR 2024-12-20 Call
 

Master data

WKN: UL17P0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 158.00 EUR
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.14
Leverage: Yes

Calculated values

Fair value: 2.99
Intrinsic value: 2.94
Implied volatility: 0.39
Historic volatility: 0.23
Parity: 2.94
Time value: 0.11
Break-even: 188.50
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.33%
Delta: 0.94
Theta: -0.05
Omega: 5.75
Rho: 0.14
 

Quote data

Open: 3.030
High: 3.120
Low: 2.950
Previous Close: 3.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.86%
1 Month  
+3.50%
3 Months  
+120.90%
YTD  
+22.82%
1 Year  
+152.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.050 2.330
1M High / 1M Low: 3.120 2.290
6M High / 6M Low: 3.130 1.000
High (YTD): 2024-05-10 3.740
Low (YTD): 2024-08-07 1.000
52W High: 2024-05-10 3.740
52W Low: 2024-08-07 1.000
Avg. price 1W:   2.805
Avg. volume 1W:   0.000
Avg. price 1M:   2.684
Avg. volume 1M:   0.000
Avg. price 6M:   2.180
Avg. volume 6M:   0.000
Avg. price 1Y:   2.294
Avg. volume 1Y:   0.000
Volatility 1M:   167.06%
Volatility 6M:   155.88%
Volatility 1Y:   130.80%
Volatility 3Y:   -