UBS Call 176 SIE 20.12.2024
/ CH1252583617
UBS Call 176 SIE 20.12.2024/ CH1252583617 /
| 2024-11-15 9:53:03 PM |
Chg.-0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
-2.86% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
176.00 EUR |
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 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
1.14 |
| Time value: |
0.23 |
| Break-even: |
189.70 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.80 |
| Theta: |
-0.08 |
| Omega: |
10.94 |
| Rho: |
0.13 |
Quote data
| Open: |
1.380 |
| High: |
1.490 |
| Low: |
1.230 |
| Previous Close: |
1.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
+7.94% |
| 3 Months |
|
|
+183.33% |
| YTD |
|
|
-6.85% |
| 1 Year |
|
|
+130.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
0.880 |
| 1M High / 1M Low: |
1.540 |
0.880 |
| 6M High / 6M Low: |
1.740 |
0.340 |
| High (YTD): |
2024-03-15 |
2.410 |
| Low (YTD): |
2024-08-12 |
0.340 |
| 52W High: |
2024-03-15 |
2.410 |
| 52W Low: |
2024-08-12 |
0.340 |
| Avg. price 1W: |
|
1.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.031 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.218 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
287.46% |
| Volatility 6M: |
|
239.23% |
| Volatility 1Y: |
|
189.54% |
| Volatility 3Y: |
|
- |
