OverviewChartNewsTraderScreen

UBS Call 145 SIE 20.12.2024/  CH1251051293  /

UBS Investment Bank
2024-06-13  4:02:15 PM Chg.-0.480 Bid4:02:15 PM Ask4:02:15 PM Underlying Strike price Expiration date Option type
3.320EUR -12.63% 3.320
Bid Size: 50,000		 3.330
Ask Size: 50,000		 SIEMENS AG NA O.N. 145.00 - 2024-12-20 Call
 

Master data

WKN: UL1ZV5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.67
Leverage: Yes

Calculated values

Fair value: 3.69
Intrinsic value: 3.31
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 3.31
Time value: 0.50
Break-even: 183.10
Moneyness: 1.23
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.26%
Delta: 0.88
Theta: -0.03
Omega: 4.13
Rho: 0.62
 

Quote data

Open: 3.760
High: 3.820
Low: 3.320
Previous Close: 3.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.03%
1 Month
  -31.12%
3 Months
  -28.29%
YTD  
+1.22%
1 Year
  -3.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.800 3.360
1M High / 1M Low: 4.820 3.360
6M High / 6M Low: 4.870 2.370
High (YTD): 2024-05-10 4.870
Low (YTD): 2024-01-17 2.370
52W High: 2024-05-10 4.870
52W Low: 2023-10-26 0.590
Avg. price 1W:   3.546
Avg. volume 1W:   0.000
Avg. price 1M:   3.783
Avg. volume 1M:   0.000
Avg. price 6M:   3.533
Avg. volume 6M:   0.000
Avg. price 1Y:   2.607
Avg. volume 1Y:   0.000
Volatility 1M:   112.47%
Volatility 6M:   83.51%
Volatility 1Y:   104.24%
Volatility 3Y:   -