UBS Call 20 DTE 20.09.2024
/ CH1272040705
UBS Call 20 DTE 20.09.2024/ CH1272040705 /
| 07/06/2024 09:35:14 |
Chg.+0.13 |
Bid17:41:22 |
Ask17:41:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.02EUR |
+4.50% |
2.93
Bid Size: 3,750 |
2.99
Ask Size: 3,750 |
DT.TELEKOM AG NA |
20.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
2.63 |
| Time value: |
0.41 |
| Break-even: |
23.04 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
2.01% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
6.47 |
| Rho: |
0.05 |
Quote data
| Open: |
3.02 |
| High: |
3.02 |
| Low: |
3.02 |
| Previous Close: |
2.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.53% |
| 1 Month |
|
|
+27.43% |
| 3 Months |
|
|
+26.36% |
| YTD |
|
|
+34.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.96 |
2.66 |
| 1M High / 1M Low: |
2.96 |
2.12 |
| 6M High / 6M Low: |
3.60 |
1.69 |
| High (YTD): |
22/01/2024 |
3.60 |
| Low (YTD): |
17/04/2024 |
1.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.23% |
| Volatility 6M: |
|
102.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
