UBS Call 320 HDI 20.09.2024
/ CH1272017935
UBS Call 320 HDI 20.09.2024/ CH1272017935 /
| 2024-07-26 9:23:28 AM |
Chg.+0.20 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
+7.84% |
-
Bid Size: - |
-
Ask Size: - |
HOME DEPOT INC. D... |
320.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL6CZ3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
HOME DEPOT INC. DL-,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.18 |
| Parity: |
1.12 |
| Time value: |
3.05 |
| Break-even: |
361.70 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.27 |
| Spread %: |
6.92% |
| Delta: |
0.61 |
| Theta: |
-0.33 |
| Omega: |
4.85 |
| Rho: |
0.24 |
Quote data
| Open: |
2.75 |
| High: |
2.75 |
| Low: |
2.75 |
| Previous Close: |
2.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.97% |
| 1 Month |
|
|
+0.73% |
| 3 Months |
|
|
+1.85% |
| YTD |
|
|
-36.34% |
| 1 Year |
|
|
-34.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.50 |
2.55 |
| 1M High / 1M Low: |
4.21 |
1.27 |
| 6M High / 6M Low: |
7.82 |
1.27 |
| High (YTD): |
2024-03-22 |
7.82 |
| Low (YTD): |
2024-07-08 |
1.27 |
| 52W High: |
2024-03-22 |
7.82 |
| 52W Low: |
2024-07-08 |
1.27 |
| Avg. price 1W: |
|
3.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.62 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
469.69% |
| Volatility 6M: |
|
227.92% |
| Volatility 1Y: |
|
183.05% |
| Volatility 3Y: |
|
- |
