UBS Call 335 HD 20.12.2024
/ DE000UM40LZ8
UBS Call 335 HD 20.12.2024/ DE000UM40LZ8 /
| 9/13/2024 9:50:17 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+9.09% |
-
Bid Size: - |
-
Ask Size: - |
Home Depot Inc |
335.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
0.36 |
| Time value: |
0.10 |
| Break-even: |
348.37 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.79 |
| Theta: |
-0.11 |
| Omega: |
5.78 |
| Rho: |
0.59 |
Quote data
| Open: |
0.400 |
| High: |
0.490 |
| Low: |
0.400 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.84% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.310 |
| 1M High / 1M Low: |
0.440 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
