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: |
|
- |
