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UBS Call 144 SIE 20.12.2024/  CH1251051285  /

Frankfurt Zert./UBS
2024-05-23  11:13:25 AM Chg.+0.170 Bid11:58:01 AM Ask11:58:01 AM Underlying Strike price Expiration date Option type
3.730EUR +4.78% 3.750
Bid Size: 50,000		 3.760
Ask Size: 50,000		 SIEMENS AG NA O.N. 144.00 - 2024-12-20 Call
 

Master data

WKN: UL1ZUT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 144.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.89
Leverage: Yes

Calculated values

Fair value: 3.43
Intrinsic value: 2.97
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 2.97
Time value: 0.58
Break-even: 179.50
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.28%
Delta: 0.87
Theta: -0.03
Omega: 4.24
Rho: 0.66
 

Quote data

Open: 3.700
High: 3.740
Low: 3.680
Previous Close: 3.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.12%
3 Months
  -5.09%
YTD  
+11.68%
1 Year  
+26.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.730 3.530
1M High / 1M Low: 4.950 3.530
6M High / 6M Low: 4.950 1.870
High (YTD): 2024-05-10 4.950
Low (YTD): 2024-01-17 2.400
52W High: 2024-05-10 4.950
52W Low: 2023-10-26 0.610
Avg. price 1W:   3.580
Avg. volume 1W:   0.000
Avg. price 1M:   4.084
Avg. volume 1M:   0.000
Avg. price 6M:   3.455
Avg. volume 6M:   26.613
Avg. price 1Y:   2.625
Avg. volume 1Y:   12.891
Volatility 1M:   104.22%
Volatility 6M:   82.69%
Volatility 1Y:   103.87%
Volatility 3Y:   -