UBS Call 164 SIE 20.12.2024
/ CH1251051400
UBS Call 164 SIE 20.12.2024/ CH1251051400 /
| 11/10/2024 21:53:17 |
Chg.+0.170 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.470EUR |
+7.39% |
-
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: |
7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
2.18 |
| Time value: |
0.30 |
| Break-even: |
188.80 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.85 |
| Theta: |
-0.05 |
| Omega: |
6.40 |
| Rho: |
0.25 |
Quote data
| Open: |
2.280 |
| High: |
2.510 |
| Low: |
2.280 |
| Previous Close: |
2.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.47% |
| 1 Month |
|
|
+160.00% |
| 3 Months |
|
|
-5.73% |
| YTD |
|
|
+20.49% |
| 1 Year |
|
|
+357.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
2.100 |
| 1M High / 1M Low: |
2.470 |
0.920 |
| 6M High / 6M Low: |
3.270 |
0.710 |
| High (YTD): |
10/05/2024 |
3.270 |
| Low (YTD): |
07/08/2024 |
0.710 |
| 52W High: |
10/05/2024 |
3.270 |
| 52W Low: |
26/10/2023 |
0.270 |
| Avg. price 1W: |
|
2.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.749 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.812 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.727 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
222.54% |
| Volatility 6M: |
|
171.16% |
| Volatility 1Y: |
|
151.56% |
| Volatility 3Y: |
|
- |
