OverviewChartNewsTraderScreen

UBS Call 22 DTE 17.06.2024/  CH1215597571  /

Frankfurt Zert./UBS
2024-05-16  8:48:34 AM Chg.-0.040 Bid9:11:01 AM Ask9:11:01 AM Underlying Strike price Expiration date Option type
0.450EUR -8.16% -
Bid Size: -		 -
Ask Size: -		 DT.TELEKOM AG NA 22.00 - 2024-06-17 Call
 

Master data

WKN: UK84ND
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 22.00 -
Maturity: 2024-06-17
Issue date: 2022-10-28
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 40.22
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.12
Implied volatility: 0.17
Historic volatility: 0.16
Parity: 0.12
Time value: 0.43
Break-even: 22.55
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.25
Spread abs.: 0.06
Spread %: 12.24%
Delta: 0.58
Theta: -0.01
Omega: 23.28
Rho: 0.01
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.42%
1 Month  
+131.96%
3 Months
  -43.04%
YTD
  -36.62%
1 Year
  -76.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.380
1M High / 1M Low: 0.490 0.167
6M High / 6M Low: 1.740 0.167
High (YTD): 2024-01-22 1.740
Low (YTD): 2024-04-18 0.167
52W High: 2023-05-16 1.890
52W Low: 2024-04-18 0.167
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.350
Avg. volume 1M:   0.000
Avg. price 6M:   0.785
Avg. volume 6M:   0.000
Avg. price 1Y:   0.709
Avg. volume 1Y:   58.594
Volatility 1M:   376.88%
Volatility 6M:   257.16%
Volatility 1Y:   214.01%
Volatility 3Y:   -