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UBS Call 140 SIE 20.12.2024/  CH1251051269  /

Frankfurt Zert./UBS
13/06/2024  19:34:48 Chg.-0.670 Bid21:42:22 Ask21:42:22 Underlying Strike price Expiration date Option type
3.610EUR -15.65% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 140.00 - 20/12/2024 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: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.19
Leverage: Yes

Calculated values

Fair value: 4.14
Intrinsic value: 3.81
Implied volatility: 0.30
Historic volatility: 0.23
Parity: 3.81
Time value: 0.44
Break-even: 182.50
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.24%
Delta: 0.91
Theta: -0.03
Omega: 3.80
Rho: 0.62
 

Quote data

Open: 4.150
High: 4.150
Low: 3.600
Previous Close: 4.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.64%
1 Month
  -31.63%
3 Months
  -28.80%
YTD
  -0.82%
1 Year  
+0.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.280 3.790
1M High / 1M Low: 5.280 3.790
6M High / 6M Low: 5.310 2.670
High (YTD): 10/05/2024 5.310
Low (YTD): 17/01/2024 2.670
52W High: 10/05/2024 5.310
52W Low: 26/10/2023 0.710
Avg. price 1W:   3.992
Avg. volume 1W:   0.000
Avg. price 1M:   4.214
Avg. volume 1M:   0.000
Avg. price 6M:   3.936
Avg. volume 6M:   0.000
Avg. price 1Y:   2.933
Avg. volume 1Y:   0.000
Volatility 1M:   109.06%
Volatility 6M:   80.79%
Volatility 1Y:   100.53%
Volatility 3Y:   -