UBS Call 338 HD 17.01.2025
/ DE000UM434A2
UBS Call 338 HD 17.01.2025/ DE000UM434A2 /
| 2024-11-08 10:22:06 AM |
Chg.-0.010 |
Bid10:22:06 AM |
Ask10:22:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-1.69% |
0.580
Bid Size: 10,000 |
0.630
Ask Size: 10,000 |
Home Depot Inc |
338.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UM434A |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
338.00 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: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
0.57 |
| Time value: |
0.05 |
| Break-even: |
375.09 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
5.08% |
| Delta: |
0.89 |
| Theta: |
-0.10 |
| Omega: |
5.30 |
| Rho: |
0.51 |
Quote data
| Open: |
0.560 |
| High: |
0.580 |
| Low: |
0.560 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
-21.62% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.500 |
| 1M High / 1M Low: |
0.770 |
0.500 |
| 6M High / 6M Low: |
0.770 |
0.158 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.398 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.68% |
| Volatility 6M: |
|
166.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
