UBS Call 21 HPE 20.12.2024
/ DE000UM8J443
UBS Call 21 HPE 20.12.2024/ DE000UM8J443 /
| 18/10/2024 10:12:00 |
Chg.+0.11 |
Bid19:11:11 |
Ask19:11:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+9.65% |
1.06
Bid Size: 2,500 |
1.11
Ask Size: 2,500 |
Hewlett Packard Ente... |
21.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UM8J44 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/07/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
-0.06 |
| Time value: |
1.26 |
| Break-even: |
20.65 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.04 |
| Spread %: |
3.28% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
8.27 |
| Rho: |
0.02 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
+177.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.14 |
| 1M High / 1M Low: |
1.37 |
0.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
