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UBS Call 144 SIE 20.12.2024/  CH1251051285  /

UBS Investment Bank
2024-05-23  11:48:22 AM Chg.+0.250 Bid11:48:22 AM Ask11:48:22 AM Underlying Strike price Expiration date Option type
3.790EUR +7.06% 3.790
Bid Size: 50,000		 3.800
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: 3.570
High: 3.800
Low: 3.560
Previous Close: 3.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.53%
1 Month
  -1.81%
3 Months
  -3.56%
YTD  
+13.13%
1 Year  
+32.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.770 3.520
1M High / 1M Low: 4.960 3.520
6M High / 6M Low: 4.960 1.880
High (YTD): 2024-05-10 4.960
Low (YTD): 2024-01-17 2.440
52W High: 2024-05-10 4.960
52W Low: 2023-10-26 0.610
Avg. price 1W:   3.588
Avg. volume 1W:   0.000
Avg. price 1M:   4.088
Avg. volume 1M:   0.000
Avg. price 6M:   3.453
Avg. volume 6M:   0.000
Avg. price 1Y:   2.626
Avg. volume 1Y:   0.000
Volatility 1M:   101.71%
Volatility 6M:   79.23%
Volatility 1Y:   102.89%
Volatility 3Y:   -