UBS Call 362 HD 20.09.2024
/ CH1280743985
UBS Call 362 HD 20.09.2024/ CH1280743985 /
8/28/2024 7:36:26 PM |
Chg.+0.520 |
Bid9:56:55 PM |
Ask9:56:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.130EUR |
+85.25% |
- Bid Size: - |
- Ask Size: - |
Home Depot Inc |
362.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
UL4BZN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
362.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
7/11/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
23.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.28 |
Intrinsic value: |
1.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
1.00 |
Time value: |
0.45 |
Break-even: |
338.38 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.28 |
Spread %: |
23.93% |
Delta: |
0.71 |
Theta: |
-0.17 |
Omega: |
16.44 |
Rho: |
0.14 |
Quote data
Open: |
0.600 |
High: |
1.240 |
Low: |
0.570 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.89% |
1 Month |
|
|
+101.79% |
3 Months |
|
|
+140.43% |
YTD |
|
|
-45.93% |
1 Year |
|
|
-45.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
0.560 |
1M High / 1M Low: |
1.530 |
0.001 |
6M High / 6M Low: |
4.550 |
0.001 |
High (YTD): |
3/21/2024 |
4.550 |
Low (YTD): |
8/19/2024 |
0.001 |
52W High: |
3/21/2024 |
4.550 |
52W Low: |
8/19/2024 |
0.001 |
Avg. price 1W: |
|
0.818 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.630 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.344 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.493 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
275,654.96% |
Volatility 6M: |
|
119,425.68% |
Volatility 1Y: |
|
84,084.15% |
Volatility 3Y: |
|
- |