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UBS Call 166 SIE 20.12.2024/  CH1251051426  /

Frankfurt Zert./UBS
2024-09-20  7:35:11 PM Chg.-0.190 Bid9:46:55 PM Ask9:46:55 PM Underlying Strike price Expiration date Option type
0.950EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 166.00 - 2024-12-20 Call
 

Master data

WKN: UL1ZUS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 166.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.36
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.07
Implied volatility: 0.26
Historic volatility: 0.24
Parity: 0.07
Time value: 0.89
Break-even: 175.60
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.56
Theta: -0.05
Omega: 9.79
Rho: 0.21
 

Quote data

Open: 1.130
High: 1.130
Low: 0.940
Previous Close: 1.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month
  -2.06%
3 Months
  -36.24%
YTD
  -51.28%
1 Year  
+86.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 0.790
1M High / 1M Low: 1.280 0.780
6M High / 6M Low: 3.100 0.650
High (YTD): 2024-05-10 3.100
Low (YTD): 2024-08-07 0.650
52W High: 2024-05-10 3.100
52W Low: 2023-10-26 0.250
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   1.011
Avg. volume 1M:   0.000
Avg. price 6M:   1.728
Avg. volume 6M:   0.000
Avg. price 1Y:   1.536
Avg. volume 1Y:   188.455
Volatility 1M:   170.97%
Volatility 6M:   155.38%
Volatility 1Y:   149.14%
Volatility 3Y:   -