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UBS Call 362 HD 20.09.2024/  CH1280743985  /

UBS Investment Bank
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:   -