UBS Call 315 HDI 20.09.2024
/ CH1272017919
UBS Call 315 HDI 20.09.2024/ CH1272017919 /
2024-08-16 3:19:45 PM |
Chg.-0.620 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.380EUR |
-15.50% |
- Bid Size: - |
- Ask Size: - |
HOME DEPOT INC. D... |
315.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL6B4L |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
HOME DEPOT INC. DL-,05 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
315.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-08-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.97 |
Intrinsic value: |
1.86 |
Implied volatility: |
0.74 |
Historic volatility: |
0.18 |
Parity: |
1.86 |
Time value: |
1.47 |
Break-even: |
348.30 |
Moneyness: |
1.06 |
Premium: |
0.04 |
Premium p.a.: |
1.20 |
Spread abs.: |
-0.05 |
Spread %: |
-1.48% |
Delta: |
0.67 |
Theta: |
-0.55 |
Omega: |
6.67 |
Rho: |
0.10 |
Quote data
Open: |
3.330 |
High: |
3.600 |
Low: |
3.260 |
Previous Close: |
4.000 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-33.73% |
3 Months |
|
|
+18.60% |
YTD |
|
|
-27.16% |
1 Year |
|
|
-22.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
5.100 |
2.610 |
6M High / 6M Low: |
8.260 |
1.960 |
High (YTD): |
2024-03-21 |
8.260 |
Low (YTD): |
2024-05-27 |
1.960 |
52W High: |
2024-03-21 |
8.260 |
52W Low: |
2023-10-27 |
1.410 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.648 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.160 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.946 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
277.50% |
Volatility 6M: |
|
165.06% |
Volatility 1Y: |
|
138.06% |
Volatility 3Y: |
|
- |