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UBS Call 362 HD 20.09.2024/  CH1280743985  /

EUWAX
2024-07-24  8:13:50 AM Chg.-0.200 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
0.270EUR -42.55% -
Bid Size: -		 -
Ask Size: -		 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: 23.18
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -0.22
Time value: 1.43
Break-even: 347.95
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.28
Spread %: 24.35%
Delta: 0.52
Theta: -0.14
Omega: 12.02
Rho: 0.25
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -67.47%
1 Month
  -77.87%
3 Months
  -74.77%
YTD
  -87.08%
1 Year
  -86.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.470
1M High / 1M Low: 1.300 0.001
6M High / 6M Low: 4.490 0.001
High (YTD): 2024-03-22 4.490
Low (YTD): 2024-07-11 0.001
52W High: 2024-03-22 4.490
52W Low: 2024-07-11 0.001
Avg. price 1W:   0.752
Avg. volume 1W:   0.000
Avg. price 1M:   0.593
Avg. volume 1M:   0.000
Avg. price 6M:   1.681
Avg. volume 6M:   0.000
Avg. price 1Y:   1.615
Avg. volume 1Y:   0.000
Volatility 1M:   448,247.59%
Volatility 6M:   180,838.33%
Volatility 1Y:   127,133.92%
Volatility 3Y:   -