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UBS Call 25 DTE 20.12.2024/  CH1252601088  /

Frankfurt Zert./UBS
11/11/2024  7:38:57 PM Chg.+0.110 Bid9:47:57 PM Ask9:47:57 PM Underlying Strike price Expiration date Option type
3.790EUR +2.99% -
Bid Size: -		 -
Ask Size: -		 DT.TELEKOM AG NA 25.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/23/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.59
Leverage: Yes

Calculated values

Fair value: 3.60
Intrinsic value: 3.52
Implied volatility: 0.34
Historic volatility: 0.13
Parity: 3.52
Time value: 0.24
Break-even: 28.76
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 1.62%
Delta: 0.90
Theta: -0.01
Omega: 6.82
Rho: 0.02
 

Quote data

Open: 3.780
High: 3.860
Low: 3.760
Previous Close: 3.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.87%
1 Month  
+58.58%
3 Months  
+316.48%
YTD  
+1206.90%
1 Year  
+802.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.680 3.110
1M High / 1M Low: 3.680 2.390
6M High / 6M Low: 3.680 0.145
High (YTD): 11/8/2024 3.680
Low (YTD): 5/29/2024 0.145
52W High: 11/8/2024 3.680
52W Low: 5/29/2024 0.145
Avg. price 1W:   3.408
Avg. volume 1W:   0.000
Avg. price 1M:   3.199
Avg. volume 1M:   0.000
Avg. price 6M:   1.298
Avg. volume 6M:   0.000
Avg. price 1Y:   0.835
Avg. volume 1Y:   0.000
Volatility 1M:   124.56%
Volatility 6M:   247.19%
Volatility 1Y:   209.72%
Volatility 3Y:   -