UBS Call 18.5 DTE 20.12.2024
/ CH1259665458
UBS Call 18.5 DTE 20.12.2024/ CH1259665458 /
| 13/06/2024 21:53:26 |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.530EUR |
+0.89% |
-
Bid Size: - |
-
Ask Size: - |
DT.TELEKOM AG NA |
18.50 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
06/06/2023 |
| Last trading day: |
19/12/2024 |
| 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 |
|
|
-2.37% |
| 1 Month |
|
|
+11.58% |
| 3 Months |
|
|
+36.86% |
| YTD |
|
|
+23.43% |
| 1 Year |
|
|
+110.70% |
| 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): |
22/01/2024 |
5.090 |
| Low (YTD): |
14/03/2024 |
3.200 |
| 52W High: |
22/01/2024 |
5.090 |
| 52W Low: |
08/08/2023 |
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: |
|
- |
