UBS Call 142 SIE 20.12.2024
/ CH1251051277
UBS Call 142 SIE 20.12.2024/ CH1251051277 /
| 2024-06-04 9:50:51 PM |
Chg.-0.220 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.830EUR |
-5.43% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
3.62 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
3.62 |
| Time value: |
0.44 |
| Break-even: |
182.60 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
4.00 |
| Rho: |
0.66 |
Quote data
| Open: |
4.040 |
| High: |
4.180 |
| Low: |
3.750 |
| Previous Close: |
4.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.20% |
| 1 Month |
|
|
-8.59% |
| 3 Months |
|
|
-14.13% |
| YTD |
|
|
+9.43% |
| 1 Year |
|
|
+16.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.050 |
3.930 |
| 1M High / 1M Low: |
5.140 |
3.690 |
| 6M High / 6M Low: |
5.140 |
2.530 |
| High (YTD): |
2024-05-10 |
5.140 |
| Low (YTD): |
2024-01-17 |
2.570 |
| 52W High: |
2024-05-10 |
5.140 |
| 52W Low: |
2023-10-26 |
0.660 |
| Avg. price 1W: |
|
3.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.716 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.781 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
97.57% |
| Volatility 6M: |
|
76.67% |
| Volatility 1Y: |
|
100.34% |
| Volatility 3Y: |
|
- |
