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UBS Call 21 DTE 20.12.2024/  CH1251035262  /

UBS Investment Bank
2024-05-17  8:13:12 PM Chg.+0.110 Bid8:13:12 PM Ask8:13:12 PM Underlying Strike price Expiration date Option type
1.980EUR +5.88% 1.980
Bid Size: 3,750		 2.040
Ask Size: 3,750		 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: 1.910
High: 2.050
Low: 1.860
Previous Close: 1.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month  
+42.45%
3 Months  
+0.51%
YTD  
+13.79%
1 Year
  -28.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.100 1.870
1M High / 1M Low: 2.100 1.390
6M High / 6M Low: 2.930 1.360
High (YTD): 2024-01-22 2.930
Low (YTD): 2024-03-14 1.360
52W High: 2024-01-22 2.930
52W Low: 2023-08-08 0.810
Avg. price 1W:   1.990
Avg. volume 1W:   0.000
Avg. price 1M:   1.856
Avg. volume 1M:   0.000
Avg. price 6M:   2.009
Avg. volume 6M:   0.000
Avg. price 1Y:   1.683
Avg. volume 1Y:   0.000
Volatility 1M:   117.89%
Volatility 6M:   96.78%
Volatility 1Y:   104.89%
Volatility 3Y:   -