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UBS Call 18.5 DTE 20.12.2024/  CH1259665458  /

UBS Investment Bank
2024-06-13  9:38:50 PM Chg.+0.030 Bid9:38:50 PM Ask9:38:50 PM Underlying Strike price Expiration date Option type
4.520EUR +0.67% 4.520
Bid Size: 3,750		 4.580
Ask Size: 3,750		 DT.TELEKOM AG NA 18.50 - 2024-12-20 Call
 

Master data

WKN: UL6JJS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 18.50 -
Maturity: 2024-12-20
Issue date: 2023-06-06
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.95
Leverage: Yes

Calculated values

Fair value: 4.40
Intrinsic value: 4.04
Implied volatility: 0.24
Historic volatility: 0.14
Parity: 4.04
Time value: 0.51
Break-even: 23.05
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 1.34%
Delta: 0.91
Theta: 0.00
Omega: 4.52
Rho: 0.08
 

Quote data

Open: 4.460
High: 4.760
Low: 4.460
Previous Close: 4.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.59%
1 Month  
+11.33%
3 Months  
+36.56%
YTD  
+23.16%
1 Year  
+110.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.640 4.490
1M High / 1M Low: 4.640 3.760
6M High / 6M Low: 5.090 3.200
High (YTD): 2024-01-22 5.090
Low (YTD): 2024-03-14 3.200
52W High: 2024-01-22 5.090
52W Low: 2023-08-08 1.830
Avg. price 1W:   4.576
Avg. volume 1W:   0.000
Avg. price 1M:   4.197
Avg. volume 1M:   0.000
Avg. price 6M:   4.011
Avg. volume 6M:   0.000
Avg. price 1Y:   3.442
Avg. volume 1Y:   0.000
Volatility 1M:   67.75%
Volatility 6M:   64.61%
Volatility 1Y:   68.28%
Volatility 3Y:   -