UBS Call 20 DTE 20.09.2024
/ CH1272040705
UBS Call 20 DTE 20.09.2024/ CH1272040705 /
| 6/13/2024 4:44:34 PM |
Chg.+0.070 |
Bid6/13/2024 |
Ask6/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.920EUR |
+2.46% |
2.920
Bid Size: 25,000 |
2.940
Ask Size: 25,000 |
DT.TELEKOM AG NA |
20.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL6HVJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
2.54 |
| Time value: |
0.34 |
| Break-even: |
22.88 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
2.13% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
6.94 |
| Rho: |
0.05 |
Quote data
| Open: |
3.080 |
| High: |
3.080 |
| Low: |
2.880 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.35% |
| 1 Month |
|
|
+19.18% |
| 3 Months |
|
|
+57.84% |
| YTD |
|
|
+30.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.960 |
2.850 |
| 1M High / 1M Low: |
2.960 |
2.080 |
| 6M High / 6M Low: |
3.600 |
1.700 |
| High (YTD): |
1/22/2024 |
3.600 |
| Low (YTD): |
4/16/2024 |
1.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.95% |
| Volatility 6M: |
|
102.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
