UBS Call 20 DTE 17.06.2024
/ CH1223935458
UBS Call 20 DTE 17.06.2024/ CH1223935458 /
| 2024-05-16 10:00:44 AM |
Chg.-0.12 |
Bid6:13:22 PM |
Ask6:13:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
-5.33% |
1.98
Bid Size: 3,750 |
2.04
Ask Size: 3,750 |
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: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.34% |
| 1 Month |
|
|
+60.15% |
| 3 Months |
|
|
-13.06% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
-35.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.77 |
| 1M High / 1M Low: |
2.25 |
1.11 |
| 6M High / 6M Low: |
3.53 |
1.11 |
| High (YTD): |
2024-01-22 |
3.53 |
| Low (YTD): |
2024-04-19 |
1.11 |
| 52W High: |
2024-01-22 |
3.53 |
| 52W Low: |
2023-08-08 |
0.79 |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.35 |
| Avg. volume 6M: |
|
4.35 |
| Avg. price 1Y: |
|
1.92 |
| Avg. volume 1Y: |
|
11.88 |
| Volatility 1M: |
|
180.40% |
| Volatility 6M: |
|
122.23% |
| Volatility 1Y: |
|
123.39% |
| Volatility 3Y: |
|
- |
