UBS Call 19 DTE 20.12.2024
/ CH1259665466
UBS Call 19 DTE 20.12.2024/ CH1259665466 /
2024-05-17 7:16:07 PM |
Chg.+0.140 |
Bid7:16:51 PM |
Ask7:16:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.660EUR |
+3.98% |
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 |
|
|
+0.27% |
1 Month |
|
|
+27.53% |
3 Months |
|
|
+3.39% |
YTD |
|
|
+13.31% |
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: |
|
- |