UBS Call 162 SIE 20.12.2024
/ CH1251051392
UBS Call 162 SIE 20.12.2024/ CH1251051392 /
2024-09-10 9:30:02 PM |
Chg.-0.030 |
Bid9:30:02 PM |
Ask9:30:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.050EUR |
-2.78% |
1.050 Bid Size: 8,000 |
1.060 Ask Size: 8,000 |
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: |
14.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
0.06 |
Time value: |
1.03 |
Break-even: |
172.90 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
0.93% |
Delta: |
0.57 |
Theta: |
-0.06 |
Omega: |
8.43 |
Rho: |
0.22 |
Quote data
Open: |
1.040 |
High: |
1.090 |
Low: |
0.960 |
Previous Close: |
1.080 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.79% |
1 Month |
|
|
+22.09% |
3 Months |
|
|
-51.61% |
YTD |
|
|
-51.39% |
1 Year |
|
|
+45.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.360 |
0.970 |
1M High / 1M Low: |
1.570 |
0.820 |
6M High / 6M Low: |
3.420 |
0.790 |
High (YTD): |
2024-05-10 |
3.420 |
Low (YTD): |
2024-08-07 |
0.790 |
52W High: |
2024-05-10 |
3.420 |
52W Low: |
2023-10-26 |
0.300 |
Avg. price 1W: |
|
1.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.208 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.102 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.735 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
147.37% |
Volatility 6M: |
|
147.10% |
Volatility 1Y: |
|
142.89% |
Volatility 3Y: |
|
- |