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UBS Call 162 SIE 20.12.2024/  CH1251051392  /

UBS Investment Bank
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:   -