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UBS Call 22 DTE 20.12.2024/  CH1251035270  /

UBS Investment Bank
2024-05-17  4:22:18 PM Chg.+0.090 Bid4:22:18 PM Ask4:22:18 PM Underlying Strike price Expiration date Option type
1.300EUR +7.44% 1.300
Bid Size: 25,000		 1.320
Ask Size: 25,000		 DT.TELEKOM AG NA 22.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.24
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.17
Parity: -0.11
Time value: 1.27
Break-even: 23.27
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 4.96%
Delta: 0.58
Theta: 0.00
Omega: 10.02
Rho: 0.07
 

Quote data

Open: 1.240
High: 1.350
Low: 1.210
Previous Close: 1.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.26%
1 Month  
+47.73%
3 Months
  -3.70%
YTD  
+11.11%
1 Year
  -39.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 1.210
1M High / 1M Low: 1.400 0.870
6M High / 6M Low: 2.180 0.860
High (YTD): 2024-01-22 2.180
Low (YTD): 2024-03-14 0.860
52W High: 2024-01-22 2.180
52W Low: 2023-08-08 0.570
Avg. price 1W:   1.314
Avg. volume 1W:   0.000
Avg. price 1M:   1.215
Avg. volume 1M:   0.000
Avg. price 6M:   1.380
Avg. volume 6M:   0.000
Avg. price 1Y:   1.180
Avg. volume 1Y:   0.000
Volatility 1M:   143.65%
Volatility 6M:   115.96%
Volatility 1Y:   116.45%
Volatility 3Y:   -