UBS Call 20 HPE 20.12.2024
/ DE000UM71S87
UBS Call 20 HPE 20.12.2024/ DE000UM71S87 /
| 2024-10-18 7:21:52 PM |
Chg.-0.200 |
Bid7:21:52 PM |
Ask7:21:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
-11.56% |
1.530
Bid Size: 2,500 |
1.580
Ask Size: 2,500 |
Hewlett Packard Ente... |
20.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM71S8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
0.87 |
| Time value: |
0.90 |
| Break-even: |
20.24 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
2.31% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
7.15 |
| Rho: |
0.02 |
Quote data
| Open: |
1.730 |
| High: |
1.790 |
| Low: |
1.390 |
| Previous Close: |
1.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.93% |
| 1 Month |
|
|
+135.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.640 |
| 1M High / 1M Low: |
1.930 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
355.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
