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UBS Call 20 DTE 20.12.2024/  CH1251035254  /

Frankfurt Zert./UBS
5/21/2024  7:27:16 PM Chg.-0.070 Bid7:38:24 PM Ask7:38:24 PM Underlying Strike price Expiration date Option type
2.880EUR -2.37% 2.890
Bid Size: 3,750		 2.950
Ask Size: 3,750		 DT.TELEKOM AG NA 20.00 - 12/20/2024 Call
 

Master data

WKN: UL11EE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.40
Leverage: Yes

Calculated values

Fair value: 2.87
Intrinsic value: 2.21
Implied volatility: 0.20
Historic volatility: 0.17
Parity: 2.21
Time value: 0.79
Break-even: 23.00
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 2.04%
Delta: 0.82
Theta: 0.00
Omega: 6.07
Rho: 0.09
 

Quote data

Open: 2.950
High: 2.990
Low: 2.860
Previous Close: 2.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.60%
1 Month  
+28.00%
3 Months  
+5.49%
YTD  
+19.50%
1 Year
  -11.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.950 2.660
1M High / 1M Low: 2.950 2.490
6M High / 6M Low: 3.730 2.020
High (YTD): 1/22/2024 3.730
Low (YTD): 3/14/2024 2.020
52W High: 1/22/2024 3.730
52W Low: 8/8/2023 1.140
Avg. price 1W:   2.818
Avg. volume 1W:   0.000
Avg. price 1M:   2.713
Avg. volume 1M:   0.000
Avg. price 6M:   2.746
Avg. volume 6M:   0.000
Avg. price 1Y:   2.291
Avg. volume 1Y:   0.000
Volatility 1M:   80.07%
Volatility 6M:   81.71%
Volatility 1Y:   91.54%
Volatility 3Y:   -