UBS Call 365 HD 20.09.2024
/ CH1329495068
UBS Call 365 HD 20.09.2024/ CH1329495068 /
| 13/09/2024 10:08:42 |
Chg.+0.038 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
+88.37% |
-
Bid Size: - |
-
Ask Size: - |
Home Depot Inc |
365.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
UM21FR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.14 |
| Time value: |
0.01 |
| Break-even: |
344.04 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
2.84% |
| Delta: |
0.87 |
| Theta: |
-0.24 |
| Omega: |
20.70 |
| Rho: |
0.05 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.081 |
| Previous Close: |
0.043 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1520.00% |
| 1 Month |
|
|
+478.57% |
| 3 Months |
|
|
-1.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.012 |
| 1M High / 1M Low: |
0.091 |
0.005 |
| 6M High / 6M Low: |
0.440 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,435.99% |
| Volatility 6M: |
|
2,569.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
