UBS Call 335 HD 20.12.2024
/ DE000UM40LZ8
UBS Call 335 HD 20.12.2024/ DE000UM40LZ8 /
| 2024-07-26 10:39:22 AM |
Chg.0.000 |
Bid10:39:22 AM |
Ask10:39:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
0.00% |
0.330
Bid Size: 10,000 |
0.390
Ask Size: 10,000 |
Home Depot Inc |
335.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM40LZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
335.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
0.17 |
| Time value: |
0.19 |
| Break-even: |
344.72 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
9.09% |
| Delta: |
0.67 |
| Theta: |
-0.09 |
| Omega: |
6.09 |
| Rho: |
0.74 |
Quote data
| Open: |
0.310 |
| High: |
0.330 |
| Low: |
0.310 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.16% |
| 1 Month |
|
|
+34.69% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.310 |
| 1M High / 1M Low: |
0.450 |
0.185 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
