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UBS Call 22 DTE 20.12.2024/  CH1251035270  /

UBS Investment Bank
07/06/2024  11:57:35 Chg.-0.040 Bid11:57:35 Ask11:57:35 Underlying Strike price Expiration date Option type
1.640EUR -2.38% 1.640
Bid Size: 25,000		 1.660
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: 13.01
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 0.63
Implied volatility: 0.18
Historic volatility: 0.14
Parity: 0.63
Time value: 1.11
Break-even: 23.74
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 3.57%
Delta: 0.67
Theta: 0.00
Omega: 8.70
Rho: 0.07
 

Quote data

Open: 1.650
High: 1.730
Low: 1.620
Previous Close: 1.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.61%
1 Month  
+38.98%
3 Months  
+42.61%
YTD  
+40.17%
1 Year  
+105.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.680 1.320
1M High / 1M Low: 1.680 1.040
6M High / 6M Low: 2.180 0.860
High (YTD): 22/01/2024 2.180
Low (YTD): 14/03/2024 0.860
52W High: 22/01/2024 2.180
52W Low: 08/08/2023 0.570
Avg. price 1W:   1.524
Avg. volume 1W:   0.000
Avg. price 1M:   1.295
Avg. volume 1M:   0.000
Avg. price 6M:   1.355
Avg. volume 6M:   0.000
Avg. price 1Y:   1.157
Avg. volume 1Y:   0.000
Volatility 1M:   153.10%
Volatility 6M:   127.12%
Volatility 1Y:   115.05%
Volatility 3Y:   -