UBS Call 164 SIE 20.12.2024
/ CH1251051400
UBS Call 164 SIE 20.12.2024/ CH1251051400 /
10/09/2024 08:17:56 |
Chg.+0.020 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+2.15% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
164.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
21/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
-0.14 |
Time value: |
0.98 |
Break-even: |
173.80 |
Moneyness: |
0.99 |
Premium: |
0.07 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
1.03% |
Delta: |
0.53 |
Theta: |
-0.06 |
Omega: |
8.84 |
Rho: |
0.21 |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.950 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.62% |
1 Month |
|
|
+3.26% |
3 Months |
|
|
-50.78% |
YTD |
|
|
-52.02% |
1 Year |
|
|
+39.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.410 |
0.930 |
1M High / 1M Low: |
1.410 |
0.750 |
6M High / 6M Low: |
3.300 |
0.740 |
High (YTD): |
18/03/2024 |
3.300 |
Low (YTD): |
06/08/2024 |
0.740 |
52W High: |
18/03/2024 |
3.300 |
52W Low: |
26/10/2023 |
0.270 |
Avg. price 1W: |
|
1.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.088 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.982 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.633 |
Avg. volume 1Y: |
|
196.078 |
Volatility 1M: |
|
136.42% |
Volatility 6M: |
|
138.82% |
Volatility 1Y: |
|
141.17% |
Volatility 3Y: |
|
- |