UBS Call 350 HDI 21.03.2025
/ CH1326123259
UBS Call 350 HDI 21.03.2025/ CH1326123259 /
| 2024-11-12 9:44:55 PM |
Chg.+0.270 |
Bid9:44:55 PM |
Ask9:44:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.860EUR |
+4.83% |
5.860
Bid Size: 2,500 |
6.140
Ask Size: 2,500 |
HOME DEPOT INC. D... |
350.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM2RY8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
HOME DEPOT INC. DL-,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.08 |
| Intrinsic value: |
3.29 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.19 |
| Parity: |
3.29 |
| Time value: |
3.68 |
| Break-even: |
419.70 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
1.38 |
| Spread %: |
24.69% |
| Delta: |
0.68 |
| Theta: |
-0.20 |
| Omega: |
3.73 |
| Rho: |
0.67 |
Quote data
| Open: |
5.390 |
| High: |
6.490 |
| Low: |
5.340 |
| Previous Close: |
5.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.55% |
| 1 Month |
|
|
-11.61% |
| 3 Months |
|
|
+128.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.960 |
4.670 |
| 1M High / 1M Low: |
7.150 |
4.670 |
| 6M High / 6M Low: |
7.150 |
1.620 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.827 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.73% |
| Volatility 6M: |
|
132.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
