UBS Call 26 DTE 20.12.2024
/ CH1258242424
UBS Call 26 DTE 20.12.2024/ CH1258242424 /
2024-05-21 8:39:58 AM |
Chg.+0.013 |
Bid9:53:54 AM |
Ask9:53:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.131EUR |
+11.02% |
0.150 Bid Size: 25,000 |
0.170 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: |
116.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.17 |
Parity: |
-3.79 |
Time value: |
0.19 |
Break-even: |
26.19 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.06 |
Spread %: |
45.80% |
Delta: |
0.15 |
Theta: |
0.00 |
Omega: |
16.91 |
Rho: |
0.02 |
Quote data
Open: |
0.131 |
High: |
0.131 |
Low: |
0.131 |
Previous Close: |
0.118 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.07% |
1 Month |
|
|
+84.51% |
3 Months |
|
|
-45.19% |
YTD |
|
|
-14.38% |
1 Year |
|
|
-79.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.138 |
0.097 |
1M High / 1M Low: |
0.162 |
0.097 |
6M High / 6M Low: |
0.450 |
0.071 |
High (YTD): |
2024-01-22 |
0.410 |
Low (YTD): |
2024-04-19 |
0.071 |
52W High: |
2023-05-23 |
0.640 |
52W Low: |
2024-04-19 |
0.071 |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.216 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.228 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
201.48% |
Volatility 6M: |
|
198.82% |
Volatility 1Y: |
|
173.18% |
Volatility 3Y: |
|
- |