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UBS Call 140 SIE 20.12.2024/  CH1251051269  /

Frankfurt Zert./UBS
2024-05-23  10:23:02 AM Chg.+0.220 Bid11:02:05 AM Ask11:02:05 AM Underlying Strike price Expiration date Option type
4.090EUR +5.68% 4.040
Bid Size: 50,000		 4.050
Ask Size: 50,000		 SIEMENS AG NA O.N. 140.00 - 2024-12-20 Call
 

Master data

WKN: UL19UT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.47
Leverage: Yes

Calculated values

Fair value: 3.78
Intrinsic value: 3.37
Implied volatility: 0.28
Historic volatility: 0.23
Parity: 3.37
Time value: 0.52
Break-even: 178.90
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.26%
Delta: 0.89
Theta: -0.03
Omega: 3.97
Rho: 0.67
 

Quote data

Open: 4.030
High: 4.090
Low: 4.030
Previous Close: 3.870
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.49%
1 Month
  -2.39%
3 Months
  -3.99%
YTD  
+12.36%
1 Year  
+27.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.070 3.870
1M High / 1M Low: 5.310 3.870
6M High / 6M Low: 5.310 2.110
High (YTD): 2024-05-10 5.310
Low (YTD): 2024-01-17 2.670
52W High: 2024-05-10 5.310
52W Low: 2023-10-26 0.710
Avg. price 1W:   3.916
Avg. volume 1W:   0.000
Avg. price 1M:   4.429
Avg. volume 1M:   0.000
Avg. price 6M:   3.767
Avg. volume 6M:   0.000
Avg. price 1Y:   2.882
Avg. volume 1Y:   0.000
Volatility 1M:   98.77%
Volatility 6M:   77.98%
Volatility 1Y:   99.95%
Volatility 3Y:   -