UBS Call 21 DTE 20.12.2024
/ CH1251035262
UBS Call 21 DTE 20.12.2024/ CH1251035262 /
5/17/2024 8:14:24 AM |
Chg.-0.07 |
Bid9:06:30 PM |
Ask9:06:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.90EUR |
-3.55% |
1.99 Bid Size: 3,750 |
2.05 Ask Size: 3,750 |
DT.TELEKOM AG NA |
21.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/21/2023 |
Last trading day: |
12/19/2024 |
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: |
1.90 |
High: |
1.90 |
Low: |
1.90 |
Previous Close: |
1.97 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.00% |
1 Month |
|
|
+36.69% |
3 Months |
|
|
-7.32% |
YTD |
|
|
+15.85% |
1 Year |
|
|
-30.66% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.02 |
1.97 |
1M High / 1M Low: |
2.03 |
1.28 |
6M High / 6M Low: |
2.91 |
1.28 |
High (YTD): |
1/24/2024 |
2.91 |
Low (YTD): |
4/19/2024 |
1.28 |
52W High: |
1/24/2024 |
2.91 |
52W Low: |
8/8/2023 |
0.81 |
Avg. price 1W: |
|
2.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.01 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.69 |
Avg. volume 1Y: |
|
3.91 |
Volatility 1M: |
|
128.60% |
Volatility 6M: |
|
102.95% |
Volatility 1Y: |
|
106.36% |
Volatility 3Y: |
|
- |