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UBS Call 160 SIE 20.12.2024/  CH1251051384  /

Frankfurt Zert./UBS
2024-07-10  4:01:15 PM Chg.+0.230 Bid4:19:49 PM Ask4:19:49 PM Underlying Strike price Expiration date Option type
2.370EUR +10.75% 2.380
Bid Size: 50,000		 2.390
Ask Size: 50,000		 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: 8.06
Leverage: Yes

Calculated values

Fair value: 2.00
Intrinsic value: 1.33
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 1.33
Time value: 0.82
Break-even: 181.50
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.47%
Delta: 0.73
Theta: -0.04
Omega: 5.90
Rho: 0.47
 

Quote data

Open: 2.130
High: 2.370
Low: 2.130
Previous Close: 2.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.27%
1 Month  
+3.04%
3 Months
  -6.32%
YTD  
+3.49%
1 Year  
+85.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.500 2.140
1M High / 1M Low: 2.600 1.740
6M High / 6M Low: 3.580 1.500
High (YTD): 2024-05-10 3.580
Low (YTD): 2024-01-17 1.500
52W High: 2024-05-10 3.580
52W Low: 2023-10-26 0.320
Avg. price 1W:   2.404
Avg. volume 1W:   0.000
Avg. price 1M:   2.168
Avg. volume 1M:   0.000
Avg. price 6M:   2.450
Avg. volume 6M:   0.000
Avg. price 1Y:   1.771
Avg. volume 1Y:   138.461
Volatility 1M:   157.25%
Volatility 6M:   114.07%
Volatility 1Y:   128.10%
Volatility 3Y:   -