UBS Call 180 SIE 20.12.2024
/ CH1259654619
UBS Call 180 SIE 20.12.2024/ CH1259654619 /
| 15/11/2024 21:53:02 |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-4.55% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
180.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UL6GAH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
06/06/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
0.74 |
| Time value: |
0.32 |
| Break-even: |
190.60 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.72 |
| Theta: |
-0.08 |
| Omega: |
12.73 |
| Rho: |
0.12 |
Quote data
| Open: |
1.080 |
| High: |
1.170 |
| Low: |
0.930 |
| Previous Close: |
1.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.98% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
+191.67% |
| YTD |
|
|
-19.23% |
| 1 Year |
|
|
+90.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.650 |
| 1M High / 1M Low: |
1.230 |
0.650 |
| 6M High / 6M Low: |
1.490 |
0.260 |
| High (YTD): |
15/03/2024 |
2.160 |
| Low (YTD): |
12/08/2024 |
0.260 |
| 52W High: |
15/03/2024 |
2.160 |
| 52W Low: |
12/08/2024 |
0.260 |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.927 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.838 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.040 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
331.93% |
| Volatility 6M: |
|
263.73% |
| Volatility 1Y: |
|
206.83% |
| Volatility 3Y: |
|
- |
