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 |
Bid8:10:27 PM |
Ask8:10:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.113EUR |
-5.83% |
0.103 Bid Size: 25,000 |
0.130 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: |
|
- |