UBS Call 16.5 HPE 20.12.2024
/ DE000UM9TLR1
UBS Call 16.5 HPE 20.12.2024/ DE000UM9TLR1 /
| 2024-10-18 1:18:48 PM |
Chg.-0.01 |
Bid5:13:45 PM |
Ask5:13:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.38EUR |
-0.23% |
3.92
Bid Size: 2,500 |
3.96
Ask Size: 2,500 |
Hewlett Packard Ente... |
16.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM9TLR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 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: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.22 |
| Intrinsic value: |
4.10 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
4.10 |
| Time value: |
0.26 |
| Break-even: |
19.60 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
1.16% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
4.03 |
| Rho: |
0.02 |
Quote data
| Open: |
4.32 |
| High: |
4.38 |
| Low: |
4.32 |
| Previous Close: |
4.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.33% |
| 1 Month |
|
|
+99.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.39 |
3.97 |
| 1M High / 1M Low: |
4.39 |
2.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
