UBS Call 140 SIE 20.12.2024
/ CH1251051269
UBS Call 140 SIE 20.12.2024/ CH1251051269 /
| 6/19/2024 8:15:30 AM |
Chg.-0.11 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.40EUR |
-3.13% |
-
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: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
2.84 |
| Time value: |
0.57 |
| Break-even: |
174.10 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
4.20 |
| Rho: |
0.55 |
Quote data
| Open: |
3.40 |
| High: |
3.40 |
| Low: |
3.40 |
| Previous Close: |
3.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.23% |
| 1 Month |
|
|
-16.26% |
| 3 Months |
|
|
-31.73% |
| YTD |
|
|
-4.49% |
| 1 Year |
|
|
-9.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.09 |
3.20 |
| 1M High / 1M Low: |
4.37 |
3.20 |
| 6M High / 6M Low: |
5.32 |
2.69 |
| High (YTD): |
5/13/2024 |
5.32 |
| Low (YTD): |
1/17/2024 |
2.69 |
| 52W High: |
5/13/2024 |
5.32 |
| 52W Low: |
10/26/2023 |
0.71 |
| Avg. price 1W: |
|
3.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.93 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
91.44% |
| Volatility 6M: |
|
74.25% |
| Volatility 1Y: |
|
99.89% |
| Volatility 3Y: |
|
- |
