UBS Call 140 SIE 20.12.2024
/ CH1251051269
UBS Call 140 SIE 20.12.2024/ CH1251051269 /
| 23/05/2024 08:13:19 |
Chg.+0.04 |
Bid09:33:53 |
Ask09:33:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.94EUR |
+1.03% |
4.03
Bid Size: 50,000 |
4.04
Ask Size: 50,000 |
SIEMENS AG NA O.N. |
140.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
3.94 |
| High: |
3.94 |
| Low: |
3.94 |
| Previous Close: |
3.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.83% |
| 1 Month |
|
|
-5.74% |
| 3 Months |
|
|
-4.83% |
| YTD |
|
|
+10.67% |
| 1 Year |
|
|
+25.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.52 |
3.86 |
| 1M High / 1M Low: |
5.32 |
3.86 |
| 6M High / 6M Low: |
5.32 |
2.11 |
| High (YTD): |
13/05/2024 |
5.32 |
| Low (YTD): |
17/01/2024 |
2.69 |
| 52W High: |
13/05/2024 |
5.32 |
| 52W Low: |
26/10/2023 |
0.71 |
| Avg. price 1W: |
|
4.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.88 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
75.20% |
| Volatility 6M: |
|
71.63% |
| Volatility 1Y: |
|
97.78% |
| Volatility 3Y: |
|
- |
