OverviewChartNewsTraderScreen

UBS Call 26 DTE 20.12.2024/  CH1258242424  /

UBS Investment Bank
14/06/2024  15:04:55 Chg.+0.040 Bid15:04:55 Ask15:04:55 Underlying Strike price Expiration date Option type
0.199EUR +25.16% 0.199
Bid Size: 25,000		 0.219
Ask Size: 25,000		 DT.TELEKOM AG NA 26.00 - 20/12/2024 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: 20/12/2024
Issue date: 22/03/2023
Last trading day: 19/12/2024
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: 0.164
High: 0.211
Low: 0.156
Previous Close: 0.159
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.34%
1 Month  
+51.91%
3 Months  
+116.30%
YTD  
+7.57%
1 Year  
+23.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.175 0.157
1M High / 1M Low: 0.175 0.069
6M High / 6M Low: 0.410 0.069
High (YTD): 22/01/2024 0.410
Low (YTD): 29/05/2024 0.069
52W High: 11/12/2023 0.460
52W Low: 29/05/2024 0.069
Avg. price 1W:   0.165
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.208
Avg. volume 1Y:   0.000
Volatility 1M:   324.94%
Volatility 6M:   230.46%
Volatility 1Y:   191.98%
Volatility 3Y:   -