UBS Call 142 SIE 20.12.2024
/ CH1251051277
UBS Call 142 SIE 20.12.2024/ CH1251051277 /
9/20/2024 7:36:18 PM |
Chg.-0.290 |
Bid9:47:14 PM |
Ask9:47:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.770EUR |
-9.48% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
142.00 - |
12/20/2024 |
Call |
Master data
WKN: |
UL180N |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
142.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/21/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.65 |
Intrinsic value: |
2.47 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
2.47 |
Time value: |
0.31 |
Break-even: |
169.80 |
Moneyness: |
1.17 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.36% |
Delta: |
0.87 |
Theta: |
-0.04 |
Omega: |
5.20 |
Rho: |
0.29 |
Quote data
Open: |
3.050 |
High: |
3.050 |
Low: |
2.770 |
Previous Close: |
3.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.36% |
1 Month |
|
|
+2.97% |
3 Months |
|
|
-13.98% |
YTD |
|
|
-20.63% |
1 Year |
|
|
+123.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.060 |
2.490 |
1M High / 1M Low: |
3.190 |
2.370 |
6M High / 6M Low: |
5.130 |
2.010 |
High (YTD): |
5/10/2024 |
5.130 |
Low (YTD): |
8/7/2024 |
2.010 |
52W High: |
5/10/2024 |
5.130 |
52W Low: |
10/26/2023 |
0.660 |
Avg. price 1W: |
|
2.762 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.787 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.524 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.057 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
95.93% |
Volatility 6M: |
|
98.96% |
Volatility 1Y: |
|
106.51% |
Volatility 3Y: |
|
- |