UBS Call 19 DTE 20.09.2024
/ CH1272040697
UBS Call 19 DTE 20.09.2024/ CH1272040697 /
| 6/13/2024 4:38:36 PM |
Chg.+0.020 |
Bid5:21:14 PM |
Ask5:21:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.800EUR |
+0.53% |
3.810
Bid Size: 25,000 |
3.830
Ask Size: 25,000 |
DT.TELEKOM AG NA |
19.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL6G1D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.73 |
| Intrinsic value: |
3.54 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
3.54 |
| Time value: |
0.27 |
| Break-even: |
22.81 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
1.60% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
5.53 |
| Rho: |
0.05 |
Quote data
| Open: |
3.970 |
| High: |
3.970 |
| Low: |
3.780 |
| Previous Close: |
3.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
+13.77% |
| 3 Months |
|
|
+38.69% |
| YTD |
|
|
+23.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.900 |
3.780 |
| 1M High / 1M Low: |
3.900 |
2.980 |
| 6M High / 6M Low: |
4.520 |
2.500 |
| High (YTD): |
1/22/2024 |
4.520 |
| Low (YTD): |
4/16/2024 |
2.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.379 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.16% |
| Volatility 6M: |
|
80.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
