UBS Call 310 HDI 20.09.2024
/ CH1272017893
UBS Call 310 HDI 20.09.2024/ CH1272017893 /
8/16/2024 3:19:17 PM |
Chg.-0.620 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.820EUR |
-13.96% |
- Bid Size: - |
- Ask Size: - |
HOME DEPOT INC. D... |
310.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UL6LSK |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
HOME DEPOT INC. DL-,05 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
310.00 - |
Maturity: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.44 |
Intrinsic value: |
2.36 |
Implied volatility: |
0.81 |
Historic volatility: |
0.18 |
Parity: |
2.36 |
Time value: |
1.46 |
Break-even: |
348.20 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
1.19 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.69 |
Theta: |
-0.58 |
Omega: |
6.01 |
Rho: |
0.10 |
Quote data
Open: |
3.780 |
High: |
4.040 |
Low: |
3.710 |
Previous Close: |
4.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-17.32% |
3 Months |
|
|
+19.38% |
YTD |
|
|
-23.14% |
1 Year |
|
|
-21.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
4.620 |
3.000 |
6M High / 6M Low: |
8.670 |
2.260 |
High (YTD): |
3/21/2024 |
8.670 |
Low (YTD): |
5/27/2024 |
2.260 |
52W High: |
3/21/2024 |
8.670 |
52W Low: |
10/27/2023 |
1.570 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.927 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.502 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.264 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
256.29% |
Volatility 6M: |
|
154.72% |
Volatility 1Y: |
|
130.56% |
Volatility 3Y: |
|
- |