UBS Call 160 SIE 20.12.2024
/ CH1251051384
UBS Call 160 SIE 20.12.2024/ CH1251051384 /
2024-08-02 9:52:15 PM |
Chg.-0.300 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.140EUR |
-20.83% |
- 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: |
13.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-0.22 |
Time value: |
1.15 |
Break-even: |
171.50 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
0.88% |
Delta: |
0.54 |
Theta: |
-0.05 |
Omega: |
7.36 |
Rho: |
0.28 |
Quote data
Open: |
1.380 |
High: |
1.390 |
Low: |
1.070 |
Previous Close: |
1.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.48% |
1 Month |
|
|
-54.22% |
3 Months |
|
|
-58.24% |
YTD |
|
|
-50.00% |
1 Year |
|
|
-18.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.800 |
1.140 |
1M High / 1M Low: |
2.940 |
1.140 |
6M High / 6M Low: |
3.590 |
1.140 |
High (YTD): |
2024-05-10 |
3.590 |
Low (YTD): |
2024-08-02 |
1.140 |
52W High: |
2024-05-10 |
3.590 |
52W Low: |
2023-10-26 |
0.320 |
Avg. price 1W: |
|
1.574 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.126 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.494 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.814 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
176.28% |
Volatility 6M: |
|
127.81% |
Volatility 1Y: |
|
133.83% |
Volatility 3Y: |
|
- |