UBS Call 18.5 DTE 20.12.2024
/ CH1259665458
UBS Call 18.5 DTE 20.12.2024/ CH1259665458 /
| 2024-05-17 8:21:55 AM |
Chg.-0.13 |
Bid4:23:05 PM |
Ask4:23:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.00EUR |
-3.15% |
4.06
Bid Size: 25,000 |
4.08
Ask Size: 25,000 |
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: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.88 |
| Intrinsic value: |
3.39 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
3.39 |
| Time value: |
0.63 |
| Break-even: |
22.52 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.52% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
4.84 |
| Rho: |
0.09 |
Quote data
| Open: |
4.00 |
| High: |
4.00 |
| Low: |
4.00 |
| Previous Close: |
4.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.72% |
| 1 Month |
|
|
+23.84% |
| 3 Months |
|
|
-1.48% |
| YTD |
|
|
+12.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.13 |
4.07 |
| 1M High / 1M Low: |
4.13 |
3.16 |
| 6M High / 6M Low: |
5.08 |
3.16 |
| High (YTD): |
2024-01-22 |
5.08 |
| Low (YTD): |
2024-04-19 |
3.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.07% |
| Volatility 6M: |
|
61.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
