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UBS Call 362 HD 20.09.2024/  CH1280743985  /

EUWAX
25/07/2024  10:36:58 Chg.-0.047 Bid14:39:02 Ask14:39:02 Underlying Strike price Expiration date Option type
0.223EUR -17.41% -
Bid Size: -		 -
Ask Size: -		 Home Depot Inc 362.00 USD 20/09/2024 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: 20/09/2024
Issue date: 11/07/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.60
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -1.08
Time value: 1.13
Break-even: 345.31
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.53
Spread abs.: 0.27
Spread %: 31.40%
Delta: 0.43
Theta: -0.14
Omega: 12.34
Rho: 0.20
 

Quote data

Open: 0.223
High: 0.223
Low: 0.223
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -79.54%
1 Month
  -77.24%
3 Months
  -71.41%
YTD
  -89.33%
1 Year
  -88.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.270
1M High / 1M Low: 1.300 0.001
6M High / 6M Low: 4.490 0.001
High (YTD): 22/03/2024 4.490
Low (YTD): 11/07/2024 0.001
52W High: 22/03/2024 4.490
52W Low: 11/07/2024 0.001
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   1.667
Avg. volume 6M:   0.000
Avg. price 1Y:   1.609
Avg. volume 1Y:   0.000
Volatility 1M:   448,251.76%
Volatility 6M:   180,838.88%
Volatility 1Y:   127,134.10%
Volatility 3Y:   -