OverviewChartNewsTraderScreen

UBS Call 140 SIE 20.12.2024/  CH1251051269  /

Frankfurt Zert./UBS
9/20/2024  7:32:31 PM Chg.-0.300 Bid9:47:15 PM Ask9:47:15 PM Underlying Strike price Expiration date Option type
2.950EUR -9.23% -
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: 5.63
Leverage: Yes

Calculated values

Fair value: 2.83
Intrinsic value: 2.67
Implied volatility: 0.34
Historic volatility: 0.24
Parity: 2.67
Time value: 0.29
Break-even: 169.60
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.34%
Delta: 0.88
Theta: -0.04
Omega: 4.96
Rho: 0.29
 

Quote data

Open: 3.230
High: 3.230
Low: 2.950
Previous Close: 3.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.27%
1 Month  
+2.43%
3 Months
  -12.98%
YTD
  -18.96%
1 Year  
+121.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.250 2.670
1M High / 1M Low: 3.370 2.530
6M High / 6M Low: 5.310 2.140
High (YTD): 5/10/2024 5.310
Low (YTD): 8/7/2024 2.140
52W High: 5/10/2024 5.310
52W Low: 10/26/2023 0.710
Avg. price 1W:   2.940
Avg. volume 1W:   0.000
Avg. price 1M:   2.961
Avg. volume 1M:   0.000
Avg. price 6M:   3.696
Avg. volume 6M:   0.000
Avg. price 1Y:   3.206
Avg. volume 1Y:   0.000
Volatility 1M:   93.86%
Volatility 6M:   96.11%
Volatility 1Y:   103.67%
Volatility 3Y:   -