UBS Call 24 DTE 21.03.2025
/ CH1309042112
UBS Call 24 DTE 21.03.2025/ CH1309042112 /
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: |
|
- |