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UBS Call 20 DTE 17.06.2024/  CH1223935458  /

Frankfurt Zert./UBS
2024-05-16  7:26:26 PM Chg.-0.280 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
1.950EUR -12.56% -
Bid Size: -		 -
Ask Size: -		 DT.TELEKOM AG NA 20.00 - 2024-06-17 Call
 

Master data

WKN: UK8RQK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.70
Leverage: Yes

Calculated values

Fair value: 2.19
Intrinsic value: 2.12
Implied volatility: 0.29
Historic volatility: 0.16
Parity: 2.12
Time value: 0.16
Break-even: 22.28
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 2.70%
Delta: 0.90
Theta: -0.01
Omega: 8.72
Rho: 0.02
 

Quote data

Open: 2.170
High: 2.170
Low: 1.900
Previous Close: 2.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.50%
1 Month  
+56.00%
3 Months
  -18.07%
YTD
  -8.45%
1 Year
  -40.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.230 2.000
1M High / 1M Low: 2.230 1.250
6M High / 6M Low: 3.530 1.250
High (YTD): 2024-01-22 3.530
Low (YTD): 2024-04-16 1.250
52W High: 2024-01-22 3.530
52W Low: 2023-08-08 0.790
Avg. price 1W:   2.086
Avg. volume 1W:   0.000
Avg. price 1M:   1.819
Avg. volume 1M:   0.000
Avg. price 6M:   2.349
Avg. volume 6M:   0.000
Avg. price 1Y:   1.917
Avg. volume 1Y:   44.314
Volatility 1M:   147.89%
Volatility 6M:   112.86%
Volatility 1Y:   120.34%
Volatility 3Y:   -