OverviewChartNewsTraderScreen

UBS Call 26 DTE 20.12.2024/  CH1258242424  /

EUWAX
6/14/2024  8:39:33 AM Chg.-0.006 Bid12:25:30 PM Ask12:25:30 PM Underlying Strike price Expiration date Option type
0.158EUR -3.66% 0.196
Bid Size: 25,000		 0.216
Ask Size: 25,000		 DT.TELEKOM AG NA 26.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/22/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 102.88
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.14
Parity: -3.47
Time value: 0.22
Break-even: 26.22
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.34
Spread abs.: 0.06
Spread %: 37.74%
Delta: 0.16
Theta: 0.00
Omega: 16.73
Rho: 0.02
 

Quote data

Open: 0.158
High: 0.158
Low: 0.158
Previous Close: 0.164
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.51%
1 Month  
+14.49%
3 Months  
+23.44%
YTD  
+3.27%
1 Year
  -2.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.187 0.155
1M High / 1M Low: 0.187 0.064
6M High / 6M Low: 0.410 0.064
High (YTD): 1/22/2024 0.410
Low (YTD): 5/30/2024 0.064
52W High: 12/11/2023 0.450
52W Low: 5/30/2024 0.064
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   0.211
Avg. volume 1Y:   0.000
Volatility 1M:   348.74%
Volatility 6M:   228.95%
Volatility 1Y:   189.76%
Volatility 3Y:   -