UBS Call 20 DTE 20.12.2024
/ CH1251035254
UBS Call 20 DTE 20.12.2024/ CH1251035254 /
| 2024-04-30 6:45:08 PM |
Chg.-0.230 |
Bid2024-04-30 |
Ask2024-04-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.480EUR |
-8.49% |
2.480
Bid Size: 3,750 |
2.540
Ask Size: 3,750 |
DT.TELEKOM AG NA |
20.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
1.79 |
| Time value: |
0.98 |
| Break-even: |
22.77 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
2.21% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
6.11 |
| Rho: |
0.09 |
Quote data
| Open: |
2.690 |
| High: |
2.690 |
| Low: |
2.480 |
| Previous Close: |
2.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.79% |
| 1 Month |
|
|
-8.82% |
| 3 Months |
|
|
-25.30% |
| YTD |
|
|
+2.90% |
| 1 Year |
|
|
-32.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.810 |
2.630 |
| 1M High / 1M Low: |
2.810 |
2.070 |
| 6M High / 6M Low: |
3.730 |
1.910 |
| High (YTD): |
2024-01-22 |
3.730 |
| Low (YTD): |
2024-03-14 |
2.020 |
| 52W High: |
2024-01-22 |
3.730 |
| 52W Low: |
2023-08-08 |
1.140 |
| Avg. price 1W: |
|
2.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.706 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.319 |
| Avg. volume 1Y: |
|
1.961 |
| Volatility 1M: |
|
119.28% |
| Volatility 6M: |
|
84.24% |
| Volatility 1Y: |
|
91.30% |
| Volatility 3Y: |
|
- |
