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UBS Call 165 SIE 20.12.2024/  CH1251051418  /

EUWAX
9/10/2024  8:17:55 AM Chg.+0.020 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.900EUR +2.27% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 165.00 - 12/20/2024 Call
 

Master data

WKN: UL1P75
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.48
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -0.24
Time value: 0.93
Break-even: 174.30
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 1.09%
Delta: 0.52
Theta: -0.06
Omega: 9.03
Rho: 0.21
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.84%
1 Month  
+3.45%
3 Months
  -51.87%
YTD
  -53.37%
1 Year  
+36.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 0.880
1M High / 1M Low: 1.340 0.710
6M High / 6M Low: 3.220 0.710
High (YTD): 3/18/2024 3.220
Low (YTD): 8/13/2024 0.710
52W High: 3/18/2024 3.220
52W Low: 10/26/2023 0.260
Avg. price 1W:   1.088
Avg. volume 1W:   0.000
Avg. price 1M:   1.032
Avg. volume 1M:   0.000
Avg. price 6M:   1.927
Avg. volume 6M:   11.811
Avg. price 1Y:   1.584
Avg. volume 1Y:   91.732
Volatility 1M:   138.65%
Volatility 6M:   141.23%
Volatility 1Y:   143.73%
Volatility 3Y:   -