UBS Call 175 SIE 20.12.2024
/ CH1252583609
UBS Call 175 SIE 20.12.2024/ CH1252583609 /
| 2024-10-11 9:34:08 PM |
Chg.+0.160 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
+11.11% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
175.00 - |
2024-12-20 |
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 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.08 |
| Time value: |
0.53 |
| Break-even: |
191.10 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
8.36 |
| Rho: |
0.22 |
Quote data
| Open: |
1.420 |
| High: |
1.630 |
| Low: |
1.420 |
| Previous Close: |
1.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.11% |
| 1 Month |
|
|
+207.69% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
+6.67% |
| 1 Year |
|
|
+300.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.280 |
| 1M High / 1M Low: |
1.550 |
0.440 |
| 6M High / 6M Low: |
2.450 |
0.360 |
| High (YTD): |
2024-03-15 |
2.470 |
| Low (YTD): |
2024-08-12 |
0.360 |
| 52W High: |
2024-03-15 |
2.470 |
| 52W Low: |
2023-10-26 |
0.175 |
| Avg. price 1W: |
|
1.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.984 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.173 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.167 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
314.83% |
| Volatility 6M: |
|
216.23% |
| Volatility 1Y: |
|
182.40% |
| Volatility 3Y: |
|
- |
