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UBS Call 21 DTE 20.12.2024/  CH1251035262  /

Frankfurt Zert./UBS
14/06/2024  09:20:24 Chg.-0.050 Bid09:30:22 Ask09:30:22 Underlying Strike price Expiration date Option type
2.290EUR -2.14% 2.360
Bid Size: 25,000		 2.380
Ask Size: 25,000		 DT.TELEKOM AG NA 21.00 - 20/12/2024 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: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.47
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 1.54
Implied volatility: 0.19
Historic volatility: 0.14
Parity: 1.54
Time value: 0.84
Break-even: 23.38
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 2.59%
Delta: 0.77
Theta: 0.00
Omega: 7.26
Rho: 0.08
 

Quote data

Open: 2.380
High: 2.380
Low: 2.290
Previous Close: 2.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.98%
1 Month  
+15.66%
3 Months  
+67.15%
YTD  
+31.61%
1 Year  
+126.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.420 2.340
1M High / 1M Low: 2.440 1.660
6M High / 6M Low: 2.910 1.370
High (YTD): 22/01/2024 2.910
Low (YTD): 14/03/2024 1.370
52W High: 22/01/2024 2.910
52W Low: 08/08/2023 0.810
Avg. price 1W:   2.382
Avg. volume 1W:   0.000
Avg. price 1M:   2.081
Avg. volume 1M:   0.000
Avg. price 6M:   1.980
Avg. volume 6M:   0.000
Avg. price 1Y:   1.693
Avg. volume 1Y:   7.813
Volatility 1M:   110.08%
Volatility 6M:   97.93%
Volatility 1Y:   99.71%
Volatility 3Y:   -