UBS Call 176 SIE 20.12.2024
/ CH1252583617
UBS Call 176 SIE 20.12.2024/ CH1252583617 /
| 2024-06-28 8:07:23 AM |
Chg.+0.26 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+25.24% |
-
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: |
13.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.25 |
| Time value: |
1.28 |
| Break-even: |
188.80 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.54 |
| Theta: |
-0.04 |
| Omega: |
7.37 |
| Rho: |
0.39 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.27% |
| 1 Month |
|
|
-12.84% |
| 3 Months |
|
|
-27.12% |
| YTD |
|
|
-10.42% |
| 1 Year |
|
|
+24.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.00 |
| 1M High / 1M Low: |
1.57 |
0.90 |
| 6M High / 6M Low: |
2.46 |
0.87 |
| High (YTD): |
2024-03-18 |
2.46 |
| Low (YTD): |
2024-01-17 |
0.87 |
| 52W High: |
2024-03-18 |
2.46 |
| 52W Low: |
2023-10-26 |
0.17 |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
182.35% |
| Volatility 6M: |
|
133.58% |
| Volatility 1Y: |
|
144.04% |
| Volatility 3Y: |
|
- |
