UBS Call 142 SIE 20.12.2024
/ CH1251051277
UBS Call 142 SIE 20.12.2024/ CH1251051277 /
| 6/13/2024 10:16:15 AM |
Chg.+0.25 |
Bid8:51:52 PM |
Ask8:51:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.91EUR |
+6.83% |
3.47
Bid Size: 8,000 |
3.48
Ask Size: 8,000 |
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: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.95 |
| Intrinsic value: |
3.61 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
3.61 |
| Time value: |
0.46 |
| Break-even: |
182.70 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.93 |
| Rho: |
0.62 |
Quote data
| Open: |
3.91 |
| High: |
3.91 |
| Low: |
3.91 |
| Previous Close: |
3.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.01% |
| 1 Month |
|
|
-23.93% |
| 3 Months |
|
|
-17.86% |
| YTD |
|
|
+14.66% |
| 1 Year |
|
|
+6.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.16 |
3.64 |
| 1M High / 1M Low: |
5.14 |
3.64 |
| 6M High / 6M Low: |
5.14 |
2.55 |
| High (YTD): |
5/13/2024 |
5.14 |
| Low (YTD): |
1/17/2024 |
2.55 |
| 52W High: |
5/13/2024 |
5.14 |
| 52W Low: |
10/26/2023 |
0.66 |
| Avg. price 1W: |
|
3.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
78.08% |
| Volatility 6M: |
|
74.83% |
| Volatility 1Y: |
|
99.81% |
| Volatility 3Y: |
|
- |
