UBS Call 25 DTE 20.12.2024
/ CH1252601088
UBS Call 25 DTE 20.12.2024/ CH1252601088 /
05/09/2024 19:35:29 |
Chg.+0.140 |
Bid20:20:43 |
Ask20:20:43 |
Underlying |
Strike price |
Expiration date |
Option type |
1.900EUR |
+7.95% |
1.930 Bid Size: 3,750 |
1.990 Ask Size: 3,750 |
DT.TELEKOM AG NA |
25.00 - |
20/12/2024 |
Call |
Master data
WKN: |
UL2H4F |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
20/12/2024 |
Issue date: |
23/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.61 |
Intrinsic value: |
1.12 |
Implied volatility: |
0.17 |
Historic volatility: |
0.13 |
Parity: |
1.12 |
Time value: |
0.67 |
Break-even: |
26.79 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.06 |
Spread %: |
3.47% |
Delta: |
0.73 |
Theta: |
-0.01 |
Omega: |
10.72 |
Rho: |
0.05 |
Quote data
Open: |
1.740 |
High: |
2.020 |
Low: |
1.740 |
Previous Close: |
1.760 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+29.25% |
1 Month |
|
|
+603.70% |
3 Months |
|
|
+512.90% |
YTD |
|
|
+555.17% |
1 Year |
|
|
+427.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.760 |
1.430 |
1M High / 1M Low: |
1.760 |
0.270 |
6M High / 6M Low: |
1.760 |
0.145 |
High (YTD): |
04/09/2024 |
1.760 |
Low (YTD): |
29/05/2024 |
0.145 |
52W High: |
04/09/2024 |
1.760 |
52W Low: |
29/05/2024 |
0.145 |
Avg. price 1W: |
|
1.560 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.108 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.474 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.433 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
428.37% |
Volatility 6M: |
|
261.68% |
Volatility 1Y: |
|
209.16% |
Volatility 3Y: |
|
- |