UBS Call 144 SIE 20.12.2024
/ CH1251051285
UBS Call 144 SIE 20.12.2024/ CH1251051285 /
| 5/20/2024 9:16:47 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.520EUR |
-0.56% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
144.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL1ZUT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
144.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.34 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
2.86 |
| Time value: |
0.69 |
| Break-even: |
179.50 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
4.08 |
| Rho: |
0.64 |
Quote data
| Open: |
3.540 |
| High: |
3.590 |
| Low: |
3.380 |
| Previous Close: |
3.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.31% |
| 1 Month |
|
|
-4.09% |
| 3 Months |
|
|
+3.83% |
| YTD |
|
|
+5.07% |
| 1 Year |
|
|
+8.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.910 |
3.540 |
| 1M High / 1M Low: |
4.960 |
3.540 |
| 6M High / 6M Low: |
4.960 |
1.780 |
| High (YTD): |
5/10/2024 |
4.960 |
| Low (YTD): |
1/17/2024 |
2.440 |
| 52W High: |
5/10/2024 |
4.960 |
| 52W Low: |
10/26/2023 |
0.610 |
| Avg. price 1W: |
|
4.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.617 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
107.13% |
| Volatility 6M: |
|
79.43% |
| Volatility 1Y: |
|
103.55% |
| Volatility 3Y: |
|
- |
