UBS Call 362 HD 20.09.2024
/ CH1280743985
UBS Call 362 HD 20.09.2024/ CH1280743985 /
2024-08-28 8:09:09 PM |
Chg.-0.130 |
Bid8:09:09 PM |
Ask8:09:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.040EUR |
-11.11% |
1.040 Bid Size: 2,500 |
1.320 Ask Size: 2,500 |
Home Depot Inc |
362.00 USD |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-07-11 |
Last trading day: |
2024-09-19 |
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: |
0.330 |
High: |
1.310 |
Low: |
0.320 |
Previous Close: |
1.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.70% |
1 Month |
|
|
-14.05% |
3 Months |
|
|
+121.28% |
YTD |
|
|
-50.24% |
1 Year |
|
|
-48.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.410 |
0.800 |
1M High / 1M Low: |
1.640 |
0.400 |
6M High / 6M Low: |
4.640 |
0.290 |
High (YTD): |
2024-03-21 |
4.640 |
Low (YTD): |
2024-05-27 |
0.290 |
52W High: |
2024-03-21 |
4.640 |
52W Low: |
2024-05-27 |
0.290 |
Avg. price 1W: |
|
1.146 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.945 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.441 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.539 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
424.27% |
Volatility 6M: |
|
320.61% |
Volatility 1Y: |
|
248.71% |
Volatility 3Y: |
|
- |