UBS Call 308 HDI 20.09.2024
/ CH1272017885
UBS Call 308 HDI 20.09.2024/ CH1272017885 /
| 2024-08-16 9:24:16 AM |
Chg.- |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.92EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HOME DEPOT INC. D... |
308.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL6KPH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
HOME DEPOT INC. DL-,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
308.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-08-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.18 |
| Parity: |
2.56 |
| Time value: |
1.43 |
| Break-even: |
347.90 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-0.58 |
| Omega: |
5.84 |
| Rho: |
0.11 |
Quote data
| Open: |
3.92 |
| High: |
3.92 |
| Low: |
3.92 |
| Previous Close: |
3.59 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-15.70% |
| 3 Months |
|
|
+36.59% |
| YTD |
|
|
-23.14% |
| 1 Year |
|
|
-19.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.88 |
2.93 |
| 6M High / 6M Low: |
8.82 |
2.07 |
| High (YTD): |
2024-03-22 |
8.82 |
| Low (YTD): |
2024-07-05 |
2.07 |
| 52W High: |
2024-03-22 |
8.82 |
| 52W Low: |
2023-10-27 |
1.64 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.30 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
184.23% |
| Volatility 6M: |
|
161.83% |
| Volatility 1Y: |
|
139.35% |
| Volatility 3Y: |
|
- |
