UBS Call 15.75 HPE 20.12.2024
/ DE000UM9W3X8
UBS Call 15.75 HPE 20.12.2024/ DE000UM9W3X8 /
| 2024-10-18 1:19:04 PM |
Chg.0.00 |
Bid5:13:03 PM |
Ask5:13:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.03EUR |
0.00% |
4.56
Bid Size: 2,500 |
-
Ask Size: - |
Hewlett Packard Ente... |
15.75 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM9W3X |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.75 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.89 |
| Intrinsic value: |
4.79 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.33 |
| Parity: |
4.79 |
| Time value: |
0.29 |
| Break-even: |
19.62 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.12 |
| Spread %: |
2.42% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.47 |
| Rho: |
0.02 |
Quote data
| Open: |
4.97 |
| High: |
5.03 |
| Low: |
4.97 |
| Previous Close: |
5.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.35% |
| 1 Month |
|
|
+85.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.03 |
4.60 |
| 1M High / 1M Low: |
5.03 |
2.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
