UBS Call 144 SIE 20.12.2024
/ CH1251051285
UBS Call 144 SIE 20.12.2024/ CH1251051285 /
| 2024-06-04 8:14:38 AM |
Chg.-0.02 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.87EUR |
-0.51% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.87 |
| High: |
3.87 |
| Low: |
3.87 |
| Previous Close: |
3.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.49% |
| 1 Month |
|
|
+0.26% |
| 3 Months |
|
|
-14.57% |
| YTD |
|
|
+18.71% |
| 1 Year |
|
|
+22.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.01 |
3.68 |
| 1M High / 1M Low: |
4.96 |
3.52 |
| 6M High / 6M Low: |
4.96 |
2.39 |
| High (YTD): |
2024-05-13 |
4.96 |
| Low (YTD): |
2024-01-17 |
2.42 |
| 52W High: |
2024-05-13 |
4.96 |
| 52W Low: |
2023-10-26 |
0.61 |
| Avg. price 1W: |
|
3.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.65 |
| Avg. volume 1Y: |
|
18.82 |
| Volatility 1M: |
|
81.82% |
| Volatility 6M: |
|
75.29% |
| Volatility 1Y: |
|
101.98% |
| Volatility 3Y: |
|
- |
