UBS Call 362 HD 20.09.2024
/ CH1329495050
UBS Call 362 HD 20.09.2024/ CH1329495050 /
| 2024-08-28 7:37:00 PM |
Chg.-0.007 |
Bid8:09:33 PM |
Ask8:09:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.113EUR |
-5.83% |
0.103
Bid Size: 25,000 |
0.131
Ask Size: 25,000 |
Home Depot Inc |
362.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UM27YF |
| 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: |
2024-03-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.10 |
| Time value: |
0.04 |
| Break-even: |
338.38 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
23.93% |
| Delta: |
0.71 |
| Theta: |
-0.17 |
| Omega: |
16.44 |
| Rho: |
0.14 |
Quote data
| Open: |
0.094 |
| High: |
0.127 |
| Low: |
0.094 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-13.74% |
| 3 Months |
|
|
+169.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.136 |
0.083 |
| 1M High / 1M Low: |
0.153 |
0.021 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.115 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
504.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
