UBS Call 20 DTE 20.12.2024
/ CH1251035254
UBS Call 20 DTE 20.12.2024/ CH1251035254 /
| 6/13/2024 8:13:05 AM |
Chg.-0.12 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.17EUR |
-3.65% |
-
Bid Size: - |
-
Ask Size: - |
DT.TELEKOM AG NA |
20.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
2.54 |
| Time value: |
0.68 |
| Break-even: |
23.22 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
1.90% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
5.88 |
| Rho: |
0.08 |
Quote data
| Open: |
3.17 |
| High: |
3.17 |
| Low: |
3.17 |
| Previous Close: |
3.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.06% |
| 1 Month |
|
|
+13.62% |
| 3 Months |
|
|
+54.63% |
| YTD |
|
|
+36.05% |
| 1 Year |
|
|
+118.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
3.17 |
| 1M High / 1M Low: |
3.32 |
2.40 |
| 6M High / 6M Low: |
3.73 |
1.94 |
| High (YTD): |
1/24/2024 |
3.73 |
| Low (YTD): |
4/19/2024 |
1.94 |
| 52W High: |
1/24/2024 |
3.73 |
| 52W Low: |
8/8/2023 |
1.13 |
| Avg. price 1W: |
|
3.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.33 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
95.71% |
| Volatility 6M: |
|
82.89% |
| Volatility 1Y: |
|
85.90% |
| Volatility 3Y: |
|
- |
