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UBS Call 164 SIE 20.12.2024/  CH1251051400  /

EUWAX
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:   -