UBS Call 140 SIE 20.12.2024
/ CH1251051269
UBS Call 140 SIE 20.12.2024/ CH1251051269 /
| 20/09/2024 08:15:48 |
Chg.+0.21 |
Bid22:00:19 |
Ask22:00:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.19EUR |
+7.05% |
-
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: |
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: |
3.19 |
| High: |
3.19 |
| Low: |
3.19 |
| Previous Close: |
2.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.58% |
| 1 Month |
|
|
+12.32% |
| 3 Months |
|
|
-11.88% |
| YTD |
|
|
-10.39% |
| 1 Year |
|
|
+141.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
2.73 |
| 1M High / 1M Low: |
3.36 |
2.61 |
| 6M High / 6M Low: |
5.32 |
2.14 |
| High (YTD): |
13/05/2024 |
5.32 |
| Low (YTD): |
06/08/2024 |
2.14 |
| 52W High: |
13/05/2024 |
5.32 |
| 52W Low: |
26/10/2023 |
0.71 |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.21 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.86% |
| Volatility 6M: |
|
88.76% |
| Volatility 1Y: |
|
99.98% |
| Volatility 3Y: |
|
- |
