UBS Call 19 DTE 17.06.2024
/ CH1223935441
UBS Call 19 DTE 17.06.2024/ CH1223935441 /
| 2024-05-16 12:43:14 PM |
Chg.-0.160 |
Bid12:43:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.040EUR |
-5.00% |
3.040
Bid Size: 100,000 |
-
Ask Size: - |
DT.TELEKOM AG NA |
19.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8494 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.18 |
| Intrinsic value: |
3.12 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
3.12 |
| Time value: |
0.08 |
| Break-even: |
22.20 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
6.75 |
| Rho: |
0.02 |
Quote data
| Open: |
3.030 |
| High: |
3.190 |
| Low: |
2.930 |
| Previous Close: |
3.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.01% |
| 1 Month |
|
|
+43.40% |
| 3 Months |
|
|
-8.43% |
| YTD |
|
|
+0.33% |
| 1 Year |
|
|
-25.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.200 |
2.980 |
| 1M High / 1M Low: |
3.200 |
2.110 |
| 6M High / 6M Low: |
4.490 |
2.110 |
| High (YTD): |
2024-01-22 |
4.490 |
| Low (YTD): |
2024-04-17 |
2.110 |
| 52W High: |
2024-01-22 |
4.490 |
| 52W Low: |
2023-08-08 |
1.230 |
| Avg. price 1W: |
|
3.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.709 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
94.93% |
| Volatility 6M: |
|
87.51% |
| Volatility 1Y: |
|
98.46% |
| Volatility 3Y: |
|
- |
