UBS Call 19 DTE 20.09.2024
/ CH1272040697
UBS Call 19 DTE 20.09.2024/ CH1272040697 /
| 2024-05-20 9:18:21 AM |
Chg.- |
Bid9:18:10 AM |
Ask9:18:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.48EUR |
- |
3.55
Bid Size: 25,000 |
3.57
Ask Size: 25,000 |
DT.TELEKOM AG NA |
19.00 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
3.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
3.00 |
| Time value: |
0.40 |
| Break-even: |
22.40 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.80% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
5.79 |
| Rho: |
0.05 |
Quote data
| Open: |
3.48 |
| High: |
3.48 |
| Low: |
3.48 |
| Previous Close: |
3.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.85% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+12.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.51 |
3.31 |
| 1M High / 1M Low: |
3.51 |
2.97 |
| 6M High / 6M Low: |
4.52 |
2.47 |
| High (YTD): |
2024-01-22 |
4.52 |
| Low (YTD): |
2024-04-17 |
2.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.58% |
| Volatility 6M: |
|
77.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
