UBS Call 19 DTE 20.12.2024
/ CH1259665466
UBS Call 19 DTE 20.12.2024/ CH1259665466 /
| 6/14/2024 8:17:15 AM |
Chg.+0.06 |
Bid10:27:55 AM |
Ask10:27:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.11EUR |
+1.48% |
4.03
Bid Size: 25,000 |
4.05
Ask Size: 25,000 |
DT.TELEKOM AG NA |
19.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
6/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
3.53 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
3.53 |
| Time value: |
0.60 |
| Break-even: |
23.13 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.47% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
4.81 |
| Rho: |
0.08 |
Quote data
| Open: |
4.11 |
| High: |
4.11 |
| Low: |
4.11 |
| Previous Close: |
4.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.20% |
| 1 Month |
|
|
+12.30% |
| 3 Months |
|
|
+45.74% |
| YTD |
|
|
+31.31% |
| 1 Year |
|
|
+108.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.22 |
4.05 |
| 1M High / 1M Low: |
4.22 |
3.25 |
| 6M High / 6M Low: |
4.62 |
2.75 |
| High (YTD): |
1/22/2024 |
4.62 |
| Low (YTD): |
4/19/2024 |
2.75 |
| 52W High: |
1/22/2024 |
4.62 |
| 52W Low: |
8/8/2023 |
1.57 |
| Avg. price 1W: |
|
4.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
75.59% |
| Volatility 6M: |
|
67.67% |
| Volatility 1Y: |
|
73.18% |
| Volatility 3Y: |
|
- |
