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UBS Call 144 SIE 20.12.2024/  CH1251051285  /

Frankfurt Zert./UBS
2024-06-04  6:36:03 PM Chg.-0.260 Bid6:58:00 PM Ask6:58:00 PM Underlying Strike price Expiration date Option type
3.600EUR -6.74% 3.610
Bid Size: 8,000		 3.620
Ask Size: 8,000		 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: 4.59
Leverage: Yes

Calculated values

Fair value: 3.80
Intrinsic value: 3.42
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 3.42
Time value: 0.46
Break-even: 182.80
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.26%
Delta: 0.90
Theta: -0.03
Omega: 4.14
Rho: 0.66
 

Quote data

Open: 3.920
High: 3.920
Low: 3.590
Previous Close: 3.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.46%
1 Month
  -10.22%
3 Months
  -18.92%
YTD  
+7.78%
1 Year  
+17.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.890 3.740
1M High / 1M Low: 4.950 3.530
6M High / 6M Low: 4.950 2.390
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:   3.806
Avg. volume 1W:   0.000
Avg. price 1M:   4.067
Avg. volume 1M:   0.000
Avg. price 6M:   3.558
Avg. volume 6M:   26.400
Avg. price 1Y:   2.653
Avg. volume 1Y:   12.941
Volatility 1M:   103.76%
Volatility 6M:   82.25%
Volatility 1Y:   103.12%
Volatility 3Y:   -