UBS Call 22 DTE 17.06.2024
/ CH1215597571
UBS Call 22 DTE 17.06.2024/ CH1215597571 /
| 2024-05-16 9:08:41 AM |
Chg.-0.040 |
Bid9:12:26 AM |
Ask9:12:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-8.89% |
-
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: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.26% |
| 1 Month |
|
|
+36.67% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-36.92% |
| 1 Year |
|
|
-78.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.310 |
| 1M High / 1M Low: |
0.530 |
0.203 |
| 6M High / 6M Low: |
1.740 |
0.203 |
| High (YTD): |
2024-01-22 |
1.740 |
| Low (YTD): |
2024-04-17 |
0.203 |
| 52W High: |
2023-05-16 |
1.890 |
| 52W Low: |
2024-04-17 |
0.203 |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.805 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.720 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
302.12% |
| Volatility 6M: |
|
235.58% |
| Volatility 1Y: |
|
200.14% |
| Volatility 3Y: |
|
- |
