UBS Call 21 DTE 20.12.2024
/ CH1251035262
UBS Call 21 DTE 20.12.2024/ CH1251035262 /
| 5/21/2024 8:12:02 AM |
Chg.+0.18 |
Bid10:48:35 AM |
Ask10:48:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+9.18% |
2.13
Bid Size: 25,000 |
2.15
Ask Size: 25,000 |
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: |
10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
1.21 |
| Time value: |
0.97 |
| Break-even: |
23.18 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
2.83% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
7.54 |
| Rho: |
0.08 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.00% |
| 1 Month |
|
|
+67.19% |
| 3 Months |
|
|
+4.90% |
| YTD |
|
|
+30.49% |
| 1 Year |
|
|
-19.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.90 |
| 1M High / 1M Low: |
2.03 |
1.62 |
| 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: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.68 |
| Avg. volume 1Y: |
|
3.92 |
| Volatility 1M: |
|
85.98% |
| Volatility 6M: |
|
103.12% |
| Volatility 1Y: |
|
106.58% |
| Volatility 3Y: |
|
- |
