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UBS Call 140 SIE 20.12.2024/  CH1251051269  /

Frankfurt Zert./UBS
5/20/2024  7:26:38 PM Chg.-0.010 Bid9:18:05 PM Ask9:18:05 PM Underlying Strike price Expiration date Option type
3.870EUR -0.26% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 140.00 - 12/20/2024 Call
 

Master data

WKN: UL19UT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.44
Leverage: Yes

Calculated values

Fair value: 3.69
Intrinsic value: 3.26
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 3.26
Time value: 0.63
Break-even: 178.90
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.26%
Delta: 0.86
Theta: -0.03
Omega: 3.82
Rho: 0.64
 

Quote data

Open: 3.730
High: 3.900
Low: 3.730
Previous Close: 3.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.70%
1 Month
  -3.97%
3 Months  
+4.59%
YTD  
+6.32%
1 Year  
+12.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.280 3.880
1M High / 1M Low: 5.310 3.880
6M High / 6M Low: 5.310 2.000
High (YTD): 5/10/2024 5.310
Low (YTD): 1/17/2024 2.670
52W High: 5/10/2024 5.310
52W Low: 10/26/2023 0.710
Avg. price 1W:   4.700
Avg. volume 1W:   0.000
Avg. price 1M:   4.501
Avg. volume 1M:   0.000
Avg. price 6M:   3.723
Avg. volume 6M:   0.000
Avg. price 1Y:   2.872
Avg. volume 1Y:   0.000
Volatility 1M:   104.19%
Volatility 6M:   78.21%
Volatility 1Y:   100.45%
Volatility 3Y:   -