UBS Call 308 HDI 20.09.2024
/ CH1272017885
UBS Call 308 HDI 20.09.2024/ CH1272017885 /
| 2024-07-26 9:23:28 AM |
Chg.+0.37 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.71EUR |
+11.08% |
-
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: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.18 |
| Parity: |
2.32 |
| Time value: |
2.85 |
| Break-even: |
359.70 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.28 |
| Spread %: |
5.73% |
| Delta: |
0.66 |
| Theta: |
-0.35 |
| Omega: |
4.22 |
| Rho: |
0.25 |
Quote data
| Open: |
3.71 |
| High: |
3.71 |
| Low: |
3.71 |
| Previous Close: |
3.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.00% |
| 1 Month |
|
|
+2.20% |
| 3 Months |
|
|
+6.92% |
| YTD |
|
|
-27.25% |
| 1 Year |
|
|
-23.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.50 |
3.34 |
| 1M High / 1M Low: |
5.25 |
2.07 |
| 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: |
|
3.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
239.74% |
| Volatility 6M: |
|
148.19% |
| Volatility 1Y: |
|
131.26% |
| Volatility 3Y: |
|
- |
