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UBS Call 26 DTE 20.12.2024/  CH1258242424  /

Frankfurt Zert./UBS
2024-05-21  8:21:48 AM Chg.-0.001 Bid9:02:24 AM Ask9:02:24 AM Underlying Strike price Expiration date Option type
0.131EUR -0.76% 0.146
Bid Size: 25,000		 0.166
Ask Size: 25,000		 DT.TELEKOM AG NA 26.00 - 2024-12-20 Call
 

Master data

WKN: UL2SZ1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 2024-12-20
Issue date: 2023-03-22
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 121.55
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.17
Parity: -4.00
Time value: 0.18
Break-even: 26.18
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.35
Spread abs.: 0.06
Spread %: 49.59%
Delta: 0.14
Theta: 0.00
Omega: 16.64
Rho: 0.02
 

Quote data

Open: 0.131
High: 0.131
Low: 0.131
Previous Close: 0.132
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.97%
1 Month  
+32.32%
3 Months
  -39.91%
YTD
  -28.42%
1 Year
  -79.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.138 0.110
1M High / 1M Low: 0.156 0.102
6M High / 6M Low: 0.450 0.081
High (YTD): 2024-01-22 0.410
Low (YTD): 2024-04-18 0.081
52W High: 2023-05-24 0.640
52W Low: 2024-04-18 0.081
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   0.000
Avg. price 1Y:   0.226
Avg. volume 1Y:   0.000
Volatility 1M:   216.22%
Volatility 6M:   189.33%
Volatility 1Y:   169.03%
Volatility 3Y:   -