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UBS Call 165 SIE 20.12.2024/  CH1251051418  /

Frankfurt Zert./UBS
20/06/2024  10:17:13 Chg.+0.100 Bid10:41:30 Ask10:41:30 Underlying Strike price Expiration date Option type
1.680EUR +6.33% 1.670
Bid Size: 50,000		 1.680
Ask Size: 50,000		 SIEMENS AG NA O.N. 165.00 - 20/12/2024 Call
 

Master data

WKN: UL1P75
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.58
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.32
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.32
Time value: 1.27
Break-even: 180.90
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.61
Theta: -0.04
Omega: 6.51
Rho: 0.44
 

Quote data

Open: 1.700
High: 1.700
Low: 1.680
Previous Close: 1.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.89%
1 Month
  -13.40%
3 Months
  -31.71%
YTD
  -15.58%
1 Year
  -20.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.730 1.440
1M High / 1M Low: 2.320 1.440
6M High / 6M Low: 3.180 1.270
High (YTD): 10/05/2024 3.180
Low (YTD): 17/01/2024 1.270
52W High: 10/05/2024 3.180
52W Low: 26/10/2023 0.260
Avg. price 1W:   1.584
Avg. volume 1W:   0.000
Avg. price 1M:   1.978
Avg. volume 1M:   0.000
Avg. price 6M:   2.116
Avg. volume 6M:   24.800
Avg. price 1Y:   1.512
Avg. volume 1Y:   12.109
Volatility 1M:   153.52%
Volatility 6M:   119.14%
Volatility 1Y:   135.18%
Volatility 3Y:   -