UBS Call 20 DTE 20.12.2024
/ CH1251035254
UBS Call 20 DTE 20.12.2024/ CH1251035254 /
| 2024-05-21 8:12:01 AM |
Chg.+0.20 |
Bid10:40:14 AM |
Ask10:40:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.95EUR |
+7.27% |
2.93
Bid Size: 25,000 |
2.95
Ask Size: 25,000 |
DT.TELEKOM AG NA |
20.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
2.21 |
| Time value: |
0.79 |
| Break-even: |
23.00 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
2.04% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
6.07 |
| Rho: |
0.09 |
Quote data
| Open: |
2.95 |
| High: |
2.95 |
| Low: |
2.95 |
| Previous Close: |
2.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.73% |
| 1 Month |
|
|
+52.06% |
| 3 Months |
|
|
+6.12% |
| YTD |
|
|
+26.61% |
| 1 Year |
|
|
-11.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.69 |
| 1M High / 1M Low: |
2.82 |
2.33 |
| 6M High / 6M Low: |
3.73 |
1.94 |
| High (YTD): |
2024-01-24 |
3.73 |
| Low (YTD): |
2024-04-19 |
1.94 |
| 52W High: |
2024-01-24 |
3.73 |
| 52W Low: |
2023-08-08 |
1.13 |
| Avg. price 1W: |
|
2.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
69.58% |
| Volatility 6M: |
|
81.68% |
| Volatility 1Y: |
|
92.34% |
| Volatility 3Y: |
|
- |
