UBS Call 24 DTE 21.03.2025/  CH1309042112  /

Frankfurt Zert./UBS
2024-10-31  7:26:03 PM Chg.-0.290 Bid9:54:56 PM Ask9:54:56 PM Underlying Strike price Expiration date Option type
4.260EUR -6.37% -
Bid Size: -
-
Ask Size: -
DT.TELEKOM AG NA 24.00 - 2025-03-21 Call
 

Master data

WKN: UM1FQ7
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2025-03-21
Issue date: 2023-12-06
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.13
Leverage: Yes

Calculated values

Fair value: 4.38
Intrinsic value: 4.07
Implied volatility: 0.23
Historic volatility: 0.13
Parity: 4.07
Time value: 0.51
Break-even: 28.58
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 1.33%
Delta: 0.89
Theta: 0.00
Omega: 5.48
Rho: 0.08
 

Quote data

Open: 4.380
High: 4.380
Low: 4.170
Previous Close: 4.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.91%
1 Month  
+38.76%
3 Months  
+171.34%
YTD  
+555.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.780 4.460
1M High / 1M Low: 4.780 2.900
6M High / 6M Low: 4.780 0.500
High (YTD): 2024-10-29 4.780
Low (YTD): 2024-04-18 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   4.588
Avg. volume 1W:   0.000
Avg. price 1M:   3.911
Avg. volume 1M:   0.000
Avg. price 6M:   2.012
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.93%
Volatility 6M:   114.61%
Volatility 1Y:   -
Volatility 3Y:   -