UBS Call 18.5 DTE 17.06.2024
/ CH1223935433
UBS Call 18.5 DTE 17.06.2024/ CH1223935433 /
| 2024-05-15 10:12:10 AM |
Chg.- |
Bid9:53:47 AM |
Ask9:53:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.73EUR |
- |
3.59
Bid Size: 100,000 |
-
Ask Size: - |
DT.TELEKOM AG NA |
18.50 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8S2K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.50 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.68 |
| Intrinsic value: |
3.62 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
3.62 |
| Time value: |
0.07 |
| Break-even: |
22.19 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
5.92 |
| Rho: |
0.02 |
Quote data
| Open: |
3.73 |
| High: |
3.73 |
| Low: |
3.73 |
| Previous Close: |
3.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.48% |
| 1 Month |
|
|
+40.75% |
| 3 Months |
|
|
-3.87% |
| YTD |
|
|
+6.88% |
| 1 Year |
|
|
-17.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.73 |
3.23 |
| 1M High / 1M Low: |
3.73 |
2.42 |
| 6M High / 6M Low: |
4.96 |
2.42 |
| High (YTD): |
2024-01-24 |
4.96 |
| Low (YTD): |
2024-04-19 |
2.42 |
| 52W High: |
2024-01-24 |
4.96 |
| 52W Low: |
2023-08-08 |
1.50 |
| Avg. price 1W: |
|
3.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.04% |
| Volatility 6M: |
|
76.16% |
| Volatility 1Y: |
|
89.31% |
| Volatility 3Y: |
|
- |
