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UBS Call 164 SIE 20.12.2024/  CH1251051400  /

UBS Investment Bank
7/10/2024  7:13:11 PM Chg.+0.250 Bid7:13:11 PM Ask7:13:11 PM Underlying Strike price Expiration date Option type
2.110EUR +13.44% 2.110
Bid Size: 8,000		 2.120
Ask Size: 8,000		 SIEMENS AG NA O.N. 164.00 - 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 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.27
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 0.93
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.93
Time value: 0.94
Break-even: 182.70
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.54%
Delta: 0.69
Theta: -0.04
Omega: 6.37
Rho: 0.45
 

Quote data

Open: 1.840
High: 2.120
Low: 1.840
Previous Close: 1.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.31%
1 Month  
+3.94%
3 Months
  -7.86%
YTD  
+2.93%
1 Year  
+83.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.200 1.860
1M High / 1M Low: 2.270 1.470
6M High / 6M Low: 3.270 1.340
High (YTD): 5/10/2024 3.270
Low (YTD): 1/17/2024 1.340
52W High: 5/10/2024 3.270
52W Low: 10/26/2023 0.270
Avg. price 1W:   2.116
Avg. volume 1W:   0.000
Avg. price 1M:   1.897
Avg. volume 1M:   0.000
Avg. price 6M:   2.186
Avg. volume 6M:   0.000
Avg. price 1Y:   1.573
Avg. volume 1Y:   0.000
Volatility 1M:   171.78%
Volatility 6M:   119.82%
Volatility 1Y:   132.50%
Volatility 3Y:   -