UBS Call 322 HD 17.01.2025
/ DE000UM4SS93
UBS Call 322 HD 17.01.2025/ DE000UM4SS93 /
| 2024-11-08 9:34:42 AM |
Chg.-0.020 |
Bid9:34:42 AM |
Ask9:34:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-2.74% |
0.710
Bid Size: 7,500 |
0.790
Ask Size: 7,500 |
Home Depot Inc |
322.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UM4SS9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
322.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
0.62 |
| Time value: |
0.05 |
| Break-even: |
367.04 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
4.69% |
| Delta: |
0.89 |
| Theta: |
-0.10 |
| Omega: |
4.82 |
| Rho: |
0.50 |
Quote data
| Open: |
0.700 |
| High: |
0.710 |
| Low: |
0.700 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.97% |
| 1 Month |
|
|
-19.32% |
| 3 Months |
|
|
+86.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.640 |
| 1M High / 1M Low: |
0.910 |
0.640 |
| 6M High / 6M Low: |
0.910 |
0.231 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.505 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.55% |
| Volatility 6M: |
|
133.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
