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UBS Call 22 DTE 20.12.2024/  CH1251035270  /

Frankfurt Zert./UBS
21/05/2024  11:54:06 Chg.-0.040 Bid12:11:22 Ask12:11:22 Underlying Strike price Expiration date Option type
1.370EUR -2.84% 1.370
Bid Size: 25,000		 1.390
Ask Size: 25,000		 DT.TELEKOM AG NA 22.00 - 20/12/2024 Call
 

Master data

WKN: UL1898
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 22.00 -
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.11
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.21
Implied volatility: 0.16
Historic volatility: 0.17
Parity: 0.21
Time value: 1.26
Break-even: 23.47
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 4.26%
Delta: 0.62
Theta: 0.00
Omega: 9.43
Rho: 0.07
 

Quote data

Open: 1.410
High: 1.450
Low: 1.370
Previous Close: 1.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.38%
1 Month  
+39.80%
3 Months
  -0.72%
YTD  
+17.09%
1 Year
  -32.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 1.210
1M High / 1M Low: 1.410 1.120
6M High / 6M Low: 2.160 0.870
High (YTD): 22/01/2024 2.160
Low (YTD): 18/04/2024 0.870
52W High: 22/05/2023 2.180
52W Low: 08/08/2023 0.580
Avg. price 1W:   1.326
Avg. volume 1W:   9,000
Avg. price 1M:   1.271
Avg. volume 1M:   2,250
Avg. price 6M:   1.380
Avg. volume 6M:   362.903
Avg. price 1Y:   1.177
Avg. volume 1Y:   267.380
Volatility 1M:   121.64%
Volatility 6M:   117.21%
Volatility 1Y:   116.44%
Volatility 3Y:   -