UBS Call 22 HPE 20.12.2024
/ DE000UM8J3R8
UBS Call 22 HPE 20.12.2024/ DE000UM8J3R8 /
| 2024-10-18 7:23:40 PM |
Chg.-0.120 |
Bid7:23:40 PM |
Ask7:23:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-14.46% |
0.710
Bid Size: 2,500 |
0.760
Ask Size: 2,500 |
Hewlett Packard Ente... |
22.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM8J3R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 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: |
21.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
-0.98 |
| Time value: |
0.88 |
| Break-even: |
21.20 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.05 |
| Spread %: |
6.02% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
9.31 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.880 |
| Low: |
0.640 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.48% |
| 1 Month |
|
|
+121.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.810 |
| 1M High / 1M Low: |
1.030 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
454.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
