UBS Call 19 DTE 20.12.2024
/ CH1259665466
UBS Call 19 DTE 20.12.2024/ CH1259665466 /
| 2024-05-17 7:27:26 PM |
Chg.+0.130 |
Bid7:53:42 PM |
Ask7:53:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.650EUR |
+3.69% |
3.650
Bid Size: 3,750 |
3.710
Ask Size: 3,750 |
DT.TELEKOM AG NA |
19.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL55TA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
2.89 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
2.89 |
| Time value: |
0.69 |
| Break-even: |
22.58 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.70% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
5.28 |
| Rho: |
0.09 |
Quote data
| Open: |
3.550 |
| High: |
3.670 |
| Low: |
3.550 |
| Previous Close: |
3.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+27.18% |
| 3 Months |
|
|
+3.11% |
| YTD |
|
|
+13.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.790 |
3.520 |
| 1M High / 1M Low: |
3.790 |
2.850 |
| 6M High / 6M Low: |
4.620 |
2.790 |
| High (YTD): |
2024-01-22 |
4.620 |
| Low (YTD): |
2024-03-14 |
2.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.451 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.05% |
| Volatility 6M: |
|
67.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
