UBS Call 165 SIE 20.12.2024
/ CH1251051418
UBS Call 165 SIE 20.12.2024/ CH1251051418 /
| 2024-09-20 8:15:55 AM |
Chg.+0.13 |
Bid10:00:19 PM |
Ask10:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
165.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.17 |
| Time value: |
0.85 |
| Break-even: |
175.20 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
0.58 |
| Theta: |
-0.06 |
| Omega: |
9.50 |
| Rho: |
0.21 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.47% |
| 1 Month |
|
|
+17.00% |
| 3 Months |
|
|
-31.18% |
| YTD |
|
|
-39.38% |
| 1 Year |
|
|
+120.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.89 |
| 1M High / 1M Low: |
1.34 |
0.88 |
| 6M High / 6M Low: |
3.18 |
0.71 |
| High (YTD): |
2024-03-18 |
3.22 |
| Low (YTD): |
2024-08-13 |
0.71 |
| 52W High: |
2024-03-18 |
3.22 |
| 52W Low: |
2023-10-26 |
0.26 |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
11.72 |
| Avg. price 1Y: |
|
1.59 |
| Avg. volume 1Y: |
|
91.37 |
| Volatility 1M: |
|
114.73% |
| Volatility 6M: |
|
139.78% |
| Volatility 1Y: |
|
141.81% |
| Volatility 3Y: |
|
- |
