UBS Call 18.5 DTE 20.12.2024
/ CH1259665458
UBS Call 18.5 DTE 20.12.2024/ CH1259665458 /
| 2024-05-20 7:38:43 PM |
Chg.+0.180 |
Bid8:06:36 AM |
Ask8:06:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.270EUR |
+4.40% |
4.280
Bid Size: 3,750 |
4.340
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: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
3.50 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
3.50 |
| Time value: |
0.65 |
| Break-even: |
22.65 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.47% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
4.68 |
| Rho: |
0.09 |
Quote data
| Open: |
4.230 |
| High: |
4.360 |
| Low: |
4.190 |
| Previous Close: |
4.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.66% |
| 1 Month |
|
|
+22.70% |
| 3 Months |
|
|
+7.02% |
| YTD |
|
|
+16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.270 |
3.960 |
| 1M High / 1M Low: |
4.270 |
3.740 |
| 6M High / 6M Low: |
5.080 |
3.220 |
| High (YTD): |
2024-01-22 |
5.080 |
| Low (YTD): |
2024-03-14 |
3.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.994 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.013 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.68% |
| Volatility 6M: |
|
61.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
