UBS Call 165 SIE 20.12.2024
/ CH1251051418
UBS Call 165 SIE 20.12.2024/ CH1251051418 /
| 8/5/2024 8:51:14 AM |
Chg.-0.200 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-22.22% |
-
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: |
17.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.72 |
| Time value: |
0.91 |
| Break-even: |
174.10 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
8.09 |
| Rho: |
0.24 |
Quote data
| Open: |
0.690 |
| High: |
0.720 |
| Low: |
0.680 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.70% |
| 1 Month |
|
|
-66.98% |
| 3 Months |
|
|
-70.46% |
| YTD |
|
|
-65.00% |
| 1 Year |
|
|
-42.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
0.900 |
| 1M High / 1M Low: |
2.540 |
0.900 |
| 6M High / 6M Low: |
3.190 |
0.900 |
| High (YTD): |
5/10/2024 |
3.190 |
| Low (YTD): |
8/2/2024 |
0.900 |
| 52W High: |
5/10/2024 |
3.190 |
| 52W Low: |
10/26/2023 |
0.260 |
| Avg. price 1W: |
|
1.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.559 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
191.20% |
| Volatility 6M: |
|
137.82% |
| Volatility 1Y: |
|
142.85% |
| Volatility 3Y: |
|
- |
