UBS Call 175 SIE 20.12.2024
/ CH1252583609
UBS Call 175 SIE 20.12.2024/ CH1252583609 /
| 15/11/2024 08:07:56 |
Chg.+0.28 |
Bid22:00:23 |
Ask22:00:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
+23.73% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
175.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UL26CG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
1.24 |
| Time value: |
0.25 |
| Break-even: |
189.90 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.80 |
| Theta: |
-0.08 |
| Omega: |
10.04 |
| Rho: |
0.13 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.68% |
| 1 Month |
|
|
+8.15% |
| 3 Months |
|
|
+192.00% |
| YTD |
|
|
-1.35% |
| 1 Year |
|
|
+143.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
0.86 |
| 1M High / 1M Low: |
1.52 |
0.86 |
| 6M High / 6M Low: |
1.99 |
0.39 |
| High (YTD): |
18/03/2024 |
2.53 |
| Low (YTD): |
12/08/2024 |
0.39 |
| 52W High: |
18/03/2024 |
2.53 |
| 52W Low: |
12/08/2024 |
0.39 |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
1,146.15 |
| Avg. price 1Y: |
|
1.27 |
| Avg. volume 1Y: |
|
586.61 |
| Volatility 1M: |
|
235.38% |
| Volatility 6M: |
|
211.11% |
| Volatility 1Y: |
|
168.15% |
| Volatility 3Y: |
|
- |
