UBS Call 190 SIE 20.12.2024
/ CH1259654676
UBS Call 190 SIE 20.12.2024/ CH1259654676 /
| 11/15/2024 9:49:28 PM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-9.80% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
190.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UL5529 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
6/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
39.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-0.26 |
| Time value: |
0.47 |
| Break-even: |
194.70 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.46 |
| Theta: |
-0.09 |
| Omega: |
18.24 |
| Rho: |
0.08 |
Quote data
| Open: |
0.500 |
| High: |
0.540 |
| Low: |
0.390 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.20% |
| 1 Month |
|
|
-24.59% |
| 3 Months |
|
|
+155.56% |
| YTD |
|
|
-51.58% |
| 1 Year |
|
|
+15.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.280 |
| 1M High / 1M Low: |
0.640 |
0.280 |
| 6M High / 6M Low: |
0.960 |
0.124 |
| High (YTD): |
3/15/2024 |
1.630 |
| Low (YTD): |
8/12/2024 |
0.124 |
| 52W High: |
3/15/2024 |
1.630 |
| 52W Low: |
8/12/2024 |
0.124 |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.478 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.678 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
391.07% |
| Volatility 6M: |
|
320.54% |
| Volatility 1Y: |
|
247.51% |
| Volatility 3Y: |
|
- |
