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UBS Call 24 DTE 20.12.2024/  CH1251035296  /

EUWAX
2024-06-05  8:13:08 AM Chg.+0.040 Bid2:34:58 PM Ask2:34:58 PM Underlying Strike price Expiration date Option type
0.500EUR +8.70% 0.610
Bid Size: 25,000		 0.630
Ask Size: 25,000		 DT.TELEKOM AG NA 24.00 - 2024-12-20 Call
 

Master data

WKN: UL1XX6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 39.73
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.14
Parity: -1.75
Time value: 0.56
Break-even: 24.56
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.20
Spread abs.: 0.06
Spread %: 12.00%
Delta: 0.34
Theta: 0.00
Omega: 13.52
Rho: 0.04
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+13.64%
3 Months  
+16.28%
YTD  
+19.05%
1 Year
  -3.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.280
1M High / 1M Low: 0.510 0.280
6M High / 6M Low: 1.020 0.240
High (YTD): 2024-01-24 1.020
Low (YTD): 2024-04-19 0.240
52W High: 2024-01-24 1.020
52W Low: 2024-04-19 0.240
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   0.000
Avg. price 1Y:   0.504
Avg. volume 1Y:   0.000
Volatility 1M:   232.65%
Volatility 6M:   182.23%
Volatility 1Y:   150.03%
Volatility 3Y:   -