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UBS Call 164 SIE 20.12.2024/  CH1251051400  /

Frankfurt Zert./UBS
2024-08-02  7:25:07 PM Chg.-0.270 Bid8:47:03 AM Ask8:47:03 AM Underlying Strike price Expiration date Option type
0.940EUR -22.31% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 164.00 - 2024-12-20 Call
 

Master data

WKN: UL1MP0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 164.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.44
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.62
Time value: 0.96
Break-even: 173.60
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.48
Theta: -0.05
Omega: 7.91
Rho: 0.25
 

Quote data

Open: 1.120
High: 1.120
Low: 0.910
Previous Close: 1.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.05%
1 Month
  -56.68%
3 Months
  -61.48%
YTD
  -54.15%
1 Year
  -27.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 0.940
1M High / 1M Low: 2.640 0.940
6M High / 6M Low: 3.260 0.940
High (YTD): 2024-05-10 3.260
Low (YTD): 2024-08-02 0.940
52W High: 2024-05-10 3.260
52W Low: 2023-10-26 0.270
Avg. price 1W:   1.328
Avg. volume 1W:   0.000
Avg. price 1M:   1.849
Avg. volume 1M:   0.000
Avg. price 6M:   2.219
Avg. volume 6M:   0.000
Avg. price 1Y:   1.609
Avg. volume 1Y:   0.000
Volatility 1M:   186.40%
Volatility 6M:   136.03%
Volatility 1Y:   139.81%
Volatility 3Y:   -