UBS Call 312 HDI 20.09.2024
/ CH1272017901
UBS Call 312 HDI 20.09.2024/ CH1272017901 /
| 8/16/2024 8:19:58 AM |
Chg.+0.420 |
Bid3:19:16 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
+13.21% |
-
Bid Size: - |
-
Ask Size: - |
HOME DEPOT INC. D... |
312.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL6L1H |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
HOME DEPOT INC. DL-,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
312.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.18 |
| Parity: |
2.16 |
| Time value: |
1.44 |
| Break-even: |
348.00 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
-0.04 |
| Spread %: |
-1.10% |
| Delta: |
0.68 |
| Theta: |
-0.56 |
| Omega: |
6.31 |
| Rho: |
0.10 |
Quote data
| Open: |
3.600 |
| High: |
3.600 |
| Low: |
3.600 |
| Previous Close: |
3.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-31.30% |
| 3 Months |
|
|
+29.96% |
| YTD |
|
|
-25.47% |
| 1 Year |
|
|
-22.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.370 |
2.820 |
| 6M High / 6M Low: |
8.440 |
2.150 |
| High (YTD): |
3/21/2024 |
8.440 |
| Low (YTD): |
5/27/2024 |
2.150 |
| 52W High: |
3/21/2024 |
8.440 |
| 52W Low: |
10/27/2023 |
1.490 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.807 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.321 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.107 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
207.30% |
| Volatility 6M: |
|
194.82% |
| Volatility 1Y: |
|
155.49% |
| Volatility 3Y: |
|
- |
