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UBS Call 176 SIE 20.12.2024/  CH1252583617  /

Frankfurt Zert./UBS
2024-08-02  7:35:29 PM Chg.-0.160 Bid9:49:27 PM Ask9:49:27 PM Underlying Strike price Expiration date Option type
0.500EUR -24.24% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 176.00 - 2024-12-20 Call
 

Master data

WKN: UL3J78
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 176.00 -
Maturity: 2024-12-20
Issue date: 2023-03-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.94
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -1.82
Time value: 0.51
Break-even: 181.10
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.32
Theta: -0.04
Omega: 9.85
Rho: 0.17
 

Quote data

Open: 0.590
High: 0.590
Low: 0.470
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -46.81%
1 Month
  -64.79%
3 Months
  -70.06%
YTD
  -65.75%
1 Year
  -45.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.500
1M High / 1M Low: 1.750 0.500
6M High / 6M Low: 2.400 0.500
High (YTD): 2024-03-15 2.400
Low (YTD): 2024-08-02 0.500
52W High: 2024-03-15 2.400
52W Low: 2023-10-26 0.165
Avg. price 1W:   0.750
Avg. volume 1W:   0.000
Avg. price 1M:   1.151
Avg. volume 1M:   0.000
Avg. price 6M:   1.501
Avg. volume 6M:   0.000
Avg. price 1Y:   1.086
Avg. volume 1Y:   0.000
Volatility 1M:   218.45%
Volatility 6M:   161.74%
Volatility 1Y:   158.29%
Volatility 3Y:   -