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UBS Call 162 SIE 20.12.2024/  CH1251051392  /

Frankfurt Zert./UBS
2024-08-02  7:27:34 PM Chg.-0.280 Bid8:33:59 AM Ask8:33:59 AM Underlying Strike price Expiration date Option type
1.040EUR -21.21% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 162.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.03
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.42
Time value: 1.05
Break-even: 172.50
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 0.96%
Delta: 0.51
Theta: -0.05
Omega: 7.64
Rho: 0.27
 

Quote data

Open: 1.230
High: 1.230
Low: 1.000
Previous Close: 1.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month
  -54.98%
3 Months
  -59.69%
YTD
  -51.63%
1 Year
  -24.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 1.040
1M High / 1M Low: 2.800 1.040
6M High / 6M Low: 3.410 1.040
High (YTD): 2024-05-10 3.410
Low (YTD): 2024-08-02 1.040
52W High: 2024-05-10 3.410
52W Low: 2023-10-26 0.290
Avg. price 1W:   1.446
Avg. volume 1W:   0.000
Avg. price 1M:   1.985
Avg. volume 1M:   0.000
Avg. price 6M:   2.359
Avg. volume 6M:   0.000
Avg. price 1Y:   1.711
Avg. volume 1Y:   0.000
Volatility 1M:   178.71%
Volatility 6M:   131.88%
Volatility 1Y:   138.26%
Volatility 3Y:   -