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UBS Call 162 SIE 20.12.2024/  CH1251051392  /

Frankfurt Zert./UBS
10/11/2024  7:36:19 PM Chg.+0.170 Bid9:54:52 PM Ask9:54:52 PM Underlying Strike price Expiration date Option type
2.630EUR +6.91% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 162.00 - 12/20/2024 Call
 

Master data

WKN: UL19UU
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 162.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.01
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 2.38
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 2.38
Time value: 0.27
Break-even: 188.50
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.38%
Delta: 0.87
Theta: -0.05
Omega: 6.12
Rho: 0.26
 

Quote data

Open: 2.460
High: 2.670
Low: 2.460
Previous Close: 2.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.91%
1 Month  
+145.79%
3 Months
  -6.07%
YTD  
+22.33%
1 Year  
+353.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.630 2.250
1M High / 1M Low: 2.630 1.010
6M High / 6M Low: 3.410 0.820
High (YTD): 5/10/2024 3.410
Low (YTD): 8/7/2024 0.820
52W High: 5/10/2024 3.410
52W Low: 10/26/2023 0.290
Avg. price 1W:   2.490
Avg. volume 1W:   0.000
Avg. price 1M:   1.896
Avg. volume 1M:   0.000
Avg. price 6M:   1.950
Avg. volume 6M:   0.000
Avg. price 1Y:   1.845
Avg. volume 1Y:   0.000
Volatility 1M:   217.45%
Volatility 6M:   162.38%
Volatility 1Y:   147.11%
Volatility 3Y:   -