UBS Call 164 SIE 20.12.2024
/ CH1251051400
UBS Call 164 SIE 20.12.2024/ CH1251051400 /
| 11/15/2024 9:54:45 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.450EUR |
-0.41% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
164.00 EUR |
12/20/2024 |
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 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
2.34 |
| Time value: |
0.12 |
| Break-even: |
188.60 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
7.00 |
| Rho: |
0.14 |
Quote data
| Open: |
2.450 |
| High: |
2.590 |
| Low: |
2.290 |
| Previous Close: |
2.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.49% |
| 1 Month |
|
|
+13.95% |
| 3 Months |
|
|
+147.47% |
| YTD |
|
|
+19.51% |
| 1 Year |
|
|
+172.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.460 |
1.770 |
| 1M High / 1M Low: |
2.580 |
1.740 |
| 6M High / 6M Low: |
2.620 |
0.710 |
| High (YTD): |
5/10/2024 |
3.270 |
| Low (YTD): |
8/7/2024 |
0.710 |
| 52W High: |
5/10/2024 |
3.270 |
| 52W Low: |
8/7/2024 |
0.710 |
| Avg. price 1W: |
|
2.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.747 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.887 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
203.29% |
| Volatility 6M: |
|
181.13% |
| Volatility 1Y: |
|
147.35% |
| Volatility 3Y: |
|
- |
