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UBS Call 162 SIE 20.12.2024/  CH1251051392  /

EUWAX
8/15/2024  8:14:52 AM Chg.-0.020 Bid10:00:19 PM Ask10:00:19 PM Underlying Strike price Expiration date Option type
0.930EUR -2.11% -
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: 17.51
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -0.27
Time value: 0.91
Break-even: 171.10
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.52
Theta: -0.04
Omega: 9.07
Rho: 0.26
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.14%
1 Month
  -65.68%
3 Months
  -70.85%
YTD
  -55.50%
1 Year  
+8.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.840
1M High / 1M Low: 2.710 0.840
6M High / 6M Low: 3.450 0.840
High (YTD): 3/18/2024 3.450
Low (YTD): 8/13/2024 0.840
52W High: 3/18/2024 3.450
52W Low: 10/26/2023 0.290
Avg. price 1W:   0.914
Avg. volume 1W:   0.000
Avg. price 1M:   1.586
Avg. volume 1M:   0.000
Avg. price 6M:   2.303
Avg. volume 6M:   0.000
Avg. price 1Y:   1.703
Avg. volume 1Y:   0.000
Volatility 1M:   178.40%
Volatility 6M:   126.30%
Volatility 1Y:   134.70%
Volatility 3Y:   -