UBS Call 180 SIE 20.09.2024
/ DE000UM0Z4H5
UBS Call 180 SIE 20.09.2024/ DE000UM0Z4H5 /
| 2024-05-29 9:12:07 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-4.65% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
180.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM0Z4H |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
38.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.23 |
| Parity: |
-0.27 |
| Time value: |
0.46 |
| Break-even: |
184.60 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
6.98% |
| Delta: |
0.49 |
| Theta: |
-0.03 |
| Omega: |
19.02 |
| Rho: |
0.26 |
Quote data
| Open: |
0.420 |
| High: |
0.450 |
| Low: |
0.400 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.89% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
-26.79% |
| YTD |
|
|
+13.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.360 |
| 1M High / 1M Low: |
0.630 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-10 |
0.630 |
| Low (YTD): |
2024-01-17 |
0.217 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
