UBS Call 19.5 HPE 20.12.2024
/ DE000UM8J3S6
UBS Call 19.5 HPE 20.12.2024/ DE000UM8J3S6 /
| 8/14/2024 9:53:39 AM |
Chg.- |
Bid9:12:29 AM |
Ask9:12:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
- |
1.17
Bid Size: 750 |
1.22
Ask Size: 750 |
Hewlett Packard Ente... |
19.50 USD |
12/20/2024 |
Call |
Master data
| WKN: |
UM8J3S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.50 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
-1.55 |
| Time value: |
1.15 |
| Break-even: |
18.88 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.05 |
| Spread %: |
4.55% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
6.06 |
| Rho: |
0.02 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
0.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.75 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
