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UBS Call 142 SIE 20.12.2024/  CH1251051277  /

Frankfurt Zert./UBS
2024-05-22  7:36:46 PM Chg.0.000 Bid9:12:09 AM Ask9:12:09 AM Underlying Strike price Expiration date Option type
3.720EUR 0.00% 3.850
Bid Size: 50,000		 3.860
Ask Size: 50,000		 SIEMENS AG NA O.N. 142.00 - 2024-12-20 Call
 

Master data

WKN: UL180N
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 142.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.67
Leverage: Yes

Calculated values

Fair value: 3.60
Intrinsic value: 3.17
Implied volatility: 0.28
Historic volatility: 0.23
Parity: 3.17
Time value: 0.55
Break-even: 179.20
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.27%
Delta: 0.88
Theta: -0.03
Omega: 4.10
Rho: 0.67
 

Quote data

Open: 3.720
High: 3.880
Low: 3.720
Previous Close: 3.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.62%
1 Month
  -7.46%
3 Months
  -9.05%
YTD  
+6.59%
1 Year  
+21.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.900 3.700
1M High / 1M Low: 5.130 3.700
6M High / 6M Low: 5.130 1.990
High (YTD): 2024-05-10 5.130
Low (YTD): 2024-01-17 2.550
52W High: 2024-05-10 5.130
52W Low: 2023-10-26 0.660
Avg. price 1W:   3.748
Avg. volume 1W:   0.000
Avg. price 1M:   4.256
Avg. volume 1M:   0.000
Avg. price 6M:   3.610
Avg. volume 6M:   0.000
Avg. price 1Y:   2.752
Avg. volume 1Y:   0.000
Volatility 1M:   100.05%
Volatility 6M:   80.14%
Volatility 1Y:   102.26%
Volatility 3Y:   -