UBS Call 18.5 DTE 20.12.2024
/ CH1259665458
UBS Call 18.5 DTE 20.12.2024/ CH1259665458 /
6/7/2024 9:52:08 PM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.590EUR |
-1.08% |
- Bid Size: - |
- Ask Size: - |
DT.TELEKOM AG NA |
18.50 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
6/6/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.46 |
Intrinsic value: |
4.09 |
Implied volatility: |
0.25 |
Historic volatility: |
0.14 |
Parity: |
4.09 |
Time value: |
0.56 |
Break-even: |
23.15 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
1.31% |
Delta: |
0.90 |
Theta: |
0.00 |
Omega: |
4.39 |
Rho: |
0.08 |
Quote data
Open: |
4.600 |
High: |
4.710 |
Low: |
4.530 |
Previous Close: |
4.640 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.85% |
1 Month |
|
|
+20.47% |
3 Months |
|
|
+29.30% |
YTD |
|
|
+25.07% |
1 Year |
|
|
+107.69% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.640 |
4.130 |
1M High / 1M Low: |
4.640 |
3.760 |
6M High / 6M Low: |
5.090 |
3.200 |
High (YTD): |
1/22/2024 |
5.090 |
Low (YTD): |
3/14/2024 |
3.200 |
52W High: |
1/22/2024 |
5.090 |
52W Low: |
8/8/2023 |
1.830 |
Avg. price 1W: |
|
4.466 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.123 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.015 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.416 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
69.78% |
Volatility 6M: |
|
64.93% |
Volatility 1Y: |
|
68.73% |
Volatility 3Y: |
|
- |