UBS Call 318 HDI 20.09.2024
/ CH1272017927
UBS Call 318 HDI 20.09.2024/ CH1272017927 /
16/08/2024 09:24:16 |
Chg.- |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
3.04EUR |
- |
- Bid Size: - |
- Ask Size: - |
HOME DEPOT INC. D... |
318.00 - |
20/09/2024 |
Call |
Master data
WKN: |
UL6JME |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
HOME DEPOT INC. DL-,05 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
318.00 - |
Maturity: |
20/09/2024 |
Issue date: |
15/06/2023 |
Last trading day: |
20/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.70 |
Intrinsic value: |
1.56 |
Implied volatility: |
0.70 |
Historic volatility: |
0.18 |
Parity: |
1.56 |
Time value: |
1.48 |
Break-even: |
348.40 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
1.21 |
Spread abs.: |
-0.08 |
Spread %: |
-2.56% |
Delta: |
0.65 |
Theta: |
-0.53 |
Omega: |
7.13 |
Rho: |
0.10 |
Quote data
Open: |
3.04 |
High: |
3.04 |
Low: |
3.04 |
Previous Close: |
2.73 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-24.19% |
3 Months |
|
|
+36.94% |
YTD |
|
|
-31.53% |
1 Year |
|
|
-29.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
4.01 |
2.14 |
6M High / 6M Low: |
7.99 |
1.40 |
High (YTD): |
22/03/2024 |
7.99 |
Low (YTD): |
08/07/2024 |
1.40 |
52W High: |
22/03/2024 |
7.99 |
52W Low: |
27/10/2023 |
1.34 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.73 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.66 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
219.68% |
Volatility 6M: |
|
234.64% |
Volatility 1Y: |
|
185.65% |
Volatility 3Y: |
|
- |