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UBS Call 20 DTE 20.12.2024/  CH1251035254  /

Frankfurt Zert./UBS
06/06/2024  16:33:05 Chg.+0.100 Bid16:54:42 Ask16:54:42 Underlying Strike price Expiration date Option type
3.360EUR +3.07% 3.340
Bid Size: 25,000		 3.360
Ask Size: 25,000		 DT.TELEKOM AG NA 20.00 - 20/12/2024 Call
 

Master data

WKN: UL11EE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.85
Leverage: Yes

Calculated values

Fair value: 3.08
Intrinsic value: 2.61
Implied volatility: 0.21
Historic volatility: 0.14
Parity: 2.61
Time value: 0.69
Break-even: 23.30
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 1.85%
Delta: 0.84
Theta: 0.00
Omega: 5.79
Rho: 0.09
 

Quote data

Open: 3.280
High: 3.390
Low: 3.240
Previous Close: 3.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.63%
1 Month  
+26.32%
3 Months  
+26.79%
YTD  
+39.42%
1 Year  
+85.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.260 2.740
1M High / 1M Low: 3.260 2.440
6M High / 6M Low: 3.730 2.020
High (YTD): 22/01/2024 3.730
Low (YTD): 14/03/2024 2.020
52W High: 22/01/2024 3.730
52W Low: 08/08/2023 1.140
Avg. price 1W:   2.986
Avg. volume 1W:   0.000
Avg. price 1M:   2.753
Avg. volume 1M:   0.000
Avg. price 6M:   2.739
Avg. volume 6M:   0.000
Avg. price 1Y:   2.285
Avg. volume 1Y:   0.000
Volatility 1M:   89.66%
Volatility 6M:   84.91%
Volatility 1Y:   86.98%
Volatility 3Y:   -