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UBS Call 21 DTE 20.12.2024/  CH1251035262  /

Frankfurt Zert./UBS
2024-05-17  2:41:34 PM Chg.+0.130 Bid2:56:26 PM Ask2:56:26 PM Underlying Strike price Expiration date Option type
2.000EUR +6.95% 2.010
Bid Size: 25,000		 2.030
Ask Size: 25,000		 DT.TELEKOM AG NA 21.00 - 2024-12-20 Call
 

Master data

WKN: UL17X8
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 21.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.34
Leverage: Yes

Calculated values

Fair value: 1.89
Intrinsic value: 0.89
Implied volatility: 0.17
Historic volatility: 0.17
Parity: 0.89
Time value: 1.04
Break-even: 22.93
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 3.21%
Delta: 0.71
Theta: 0.00
Omega: 8.05
Rho: 0.08
 

Quote data

Open: 1.900
High: 2.000
Low: 1.900
Previous Close: 1.870
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+41.84%
3 Months  
+1.52%
YTD  
+14.94%
1 Year
  -29.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.110 1.870
1M High / 1M Low: 2.110 1.400
6M High / 6M Low: 2.910 1.370
High (YTD): 2024-01-22 2.910
Low (YTD): 2024-03-14 1.370
52W High: 2024-01-22 2.910
52W Low: 2023-08-08 0.810
Avg. price 1W:   1.984
Avg. volume 1W:   0.000
Avg. price 1M:   1.853
Avg. volume 1M:   0.000
Avg. price 6M:   2.003
Avg. volume 6M:   0.000
Avg. price 1Y:   1.688
Avg. volume 1Y:   11.719
Volatility 1M:   123.05%
Volatility 6M:   98.79%
Volatility 1Y:   104.36%
Volatility 3Y:   -