UBS Call 332 HD 20.12.2024/  DE000UM49G49  /

UBS Investment Bank
07/11/2024  21:55:21 Chg.+0.090 Bid- Ask- Underlying Strike price Expiration date Option type
0.630EUR +16.67% -
Bid Size: -
-
Ask Size: -
Home Depot Inc 332.00 USD 20/12/2024 Call
 

Master data

WKN: UM49G4
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 332.00 USD
Maturity: 20/12/2024
Issue date: 24/04/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.70
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.53
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.53
Time value: 0.01
Break-even: 363.36
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.05
Omega: 6.51
Rho: 0.35
 

Quote data

Open: 0.510
High: 0.630
Low: 0.510
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month
  -19.23%
3 Months  
+110.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.540
1M High / 1M Low: 0.810 0.540
6M High / 6M Low: 0.810 0.171
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.683
Avg. volume 1M:   0.000
Avg. price 6M:   0.424
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.29%
Volatility 6M:   153.44%
Volatility 1Y:   -
Volatility 3Y:   -