UBS Call 165 SIE 20.12.2024
/ CH1251051418
UBS Call 165 SIE 20.12.2024/ CH1251051418 /
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: |
|
- |