UBS Call 180 SIE 20.09.2024
/ DE000UM0Z4H5
UBS Call 180 SIE 20.09.2024/ DE000UM0Z4H5 /
| 2024-04-26 9:21:40 AM |
Chg.- |
Bid8:25:02 AM |
Ask8:25:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
- |
0.470
Bid Size: 500 |
0.500
Ask Size: 500 |
SIEMENS AG NA O.N. |
180.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM0Z4H |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
36.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.22 |
| Parity: |
-0.24 |
| Time value: |
0.49 |
| Break-even: |
184.90 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
6.52% |
| Delta: |
0.53 |
| Theta: |
-0.03 |
| Omega: |
19.08 |
| Rho: |
0.35 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-10.64% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.420 |
| 1M High / 1M Low: |
0.470 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-18 |
0.600 |
| Low (YTD): |
2024-01-17 |
0.215 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
