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: |
|
- |
