UBS Call 158 SIE 20.12.2024
/ CH1251051376
UBS Call 158 SIE 20.12.2024/ CH1251051376 /
| - - |
Chg.- |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| -EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
158.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
- |
| High: |
- |
| Low: |
- |
| Previous Close: |
- |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.64% |
| 1 Month |
|
|
+7.07% |
| 3 Months |
|
|
+126.12% |
| YTD |
|
|
+26.25% |
| 1 Year |
|
|
+158.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.040 |
2.300 |
| 1M High / 1M Low: |
3.150 |
2.240 |
| 6M High / 6M Low: |
3.150 |
0.970 |
| High (YTD): |
10/05/2024 |
3.750 |
| Low (YTD): |
07/08/2024 |
0.970 |
| 52W High: |
10/05/2024 |
3.750 |
| 52W Low: |
07/08/2024 |
0.970 |
| Avg. price 1W: |
|
2.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.186 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.295 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
170.53% |
| Volatility 6M: |
|
158.24% |
| Volatility 1Y: |
|
130.78% |
| Volatility 3Y: |
|
- |
