UBS Call 22 DTE 20.12.2024
/ CH1251035270
UBS Call 22 DTE 20.12.2024/ CH1251035270 /
| 6/3/2024 8:12:39 AM |
Chg.+0.27 |
Bid11:18:16 AM |
Ask11:18:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+21.77% |
1.57
Bid Size: 25,000 |
1.59
Ask Size: 25,000 |
DT.TELEKOM AG NA |
22.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
0.29 |
| Time value: |
1.28 |
| Break-even: |
23.57 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
3.97% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
8.88 |
| Rho: |
0.07 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.81% |
| 1 Month |
|
|
+19.84% |
| 3 Months |
|
|
+27.97% |
| YTD |
|
|
+38.53% |
| 1 Year |
|
|
-9.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.00 |
| 1M High / 1M Low: |
1.42 |
1.00 |
| 6M High / 6M Low: |
2.16 |
0.78 |
| High (YTD): |
1/24/2024 |
2.16 |
| Low (YTD): |
4/19/2024 |
0.78 |
| 52W High: |
1/24/2024 |
2.16 |
| 52W Low: |
8/8/2023 |
0.57 |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.15 |
| Avg. volume 1Y: |
|
117.17 |
| Volatility 1M: |
|
141.77% |
| Volatility 6M: |
|
131.26% |
| Volatility 1Y: |
|
116.56% |
| Volatility 3Y: |
|
- |
