UBS Call 166 SIE 20.12.2024
/ CH1251051426
UBS Call 166 SIE 20.12.2024/ CH1251051426 /
| 2024-06-19 8:15:35 AM |
Chg.-0.09 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-5.66% |
-
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: |
11.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.24 |
| Time value: |
1.27 |
| Break-even: |
181.10 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.67% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
6.76 |
| Rho: |
0.44 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.58% |
| 1 Month |
|
|
-26.11% |
| 3 Months |
|
|
-48.28% |
| YTD |
|
|
-20.21% |
| 1 Year |
|
|
-30.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.38 |
| 1M High / 1M Low: |
2.25 |
1.38 |
| 6M High / 6M Low: |
3.15 |
1.24 |
| High (YTD): |
2024-03-18 |
3.15 |
| Low (YTD): |
2024-01-17 |
1.24 |
| 52W High: |
2024-03-18 |
3.15 |
| 52W Low: |
2023-10-26 |
0.25 |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.47 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
140.84% |
| Volatility 6M: |
|
109.33% |
| Volatility 1Y: |
|
133.10% |
| Volatility 3Y: |
|
- |
