UBS Call 318 HDI 20.09.2024
/ CH1272017927
UBS Call 318 HDI 20.09.2024/ CH1272017927 /
| 7/26/2024 9:23:28 AM |
Chg.+0.36 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
+14.12% |
-
Bid Size: - |
-
Ask Size: - |
HOME DEPOT INC. D... |
318.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.18 |
| Parity: |
1.32 |
| Time value: |
3.01 |
| Break-even: |
361.30 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.27 |
| Spread %: |
6.65% |
| Delta: |
0.62 |
| Theta: |
-0.33 |
| Omega: |
4.74 |
| Rho: |
0.24 |
Quote data
| Open: |
2.91 |
| High: |
2.91 |
| Low: |
2.91 |
| Previous Close: |
2.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.19% |
| 1 Month |
|
|
+1.04% |
| 3 Months |
|
|
+3.19% |
| YTD |
|
|
-34.46% |
| 1 Year |
|
|
-32.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.66 |
2.55 |
| 1M High / 1M Low: |
4.38 |
1.40 |
| 6M High / 6M Low: |
7.99 |
1.40 |
| High (YTD): |
3/22/2024 |
7.99 |
| Low (YTD): |
7/8/2024 |
1.40 |
| 52W High: |
3/22/2024 |
7.99 |
| 52W Low: |
10/27/2023 |
1.34 |
| Avg. price 1W: |
|
3.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
445.25% |
| Volatility 6M: |
|
218.20% |
| Volatility 1Y: |
|
176.15% |
| Volatility 3Y: |
|
- |
