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UBS Call 160 SIE 20.12.2024/  CH1251051384  /

Frankfurt Zert./UBS
2024-09-10  7:27:51 PM Chg.-0.070 Bid9:46:04 PM Ask9:46:04 PM Underlying Strike price Expiration date Option type
1.130EUR -5.83% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 160.00 - 2024-12-20 Call
 

Master data

WKN: UL13CC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.44
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.26
Implied volatility: 0.29
Historic volatility: 0.24
Parity: 0.26
Time value: 0.95
Break-even: 172.10
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 0.83%
Delta: 0.60
Theta: -0.06
Omega: 8.02
Rho: 0.23
 

Quote data

Open: 1.180
High: 1.200
Low: 1.100
Previous Close: 1.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.56%
1 Month  
+17.71%
3 Months
  -50.87%
YTD
  -50.66%
1 Year  
+43.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.560 1.090
1M High / 1M Low: 1.700 0.930
6M High / 6M Low: 3.580 0.910
High (YTD): 2024-05-10 3.580
Low (YTD): 2024-08-07 0.910
52W High: 2024-05-10 3.580
52W Low: 2023-10-26 0.320
Avg. price 1W:   1.330
Avg. volume 1W:   0.000
Avg. price 1M:   1.335
Avg. volume 1M:   0.000
Avg. price 6M:   2.238
Avg. volume 6M:   0.000
Avg. price 1Y:   1.845
Avg. volume 1Y:   139.004
Volatility 1M:   134.06%
Volatility 6M:   138.37%
Volatility 1Y:   137.19%
Volatility 3Y:   -