UBS Call 368 HD 17.01.2025
/ CH1329499904
UBS Call 368 HD 17.01.2025/ CH1329499904 /
| 08/11/2024 10:05:30 |
Chg.-0.010 |
Bid10:05:30 |
Ask10:05:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-2.86% |
0.340
Bid Size: 10,000 |
0.400
Ask Size: 10,000 |
Home Depot Inc |
368.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UM2ZPR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
368.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.29 |
| Time value: |
0.09 |
| Break-even: |
378.88 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
0.77 |
| Theta: |
-0.13 |
| Omega: |
7.50 |
| Rho: |
0.47 |
Quote data
| Open: |
0.330 |
| High: |
0.340 |
| Low: |
0.320 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
-32.00% |
| 3 Months |
|
|
+126.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.280 |
| 1M High / 1M Low: |
0.520 |
0.280 |
| 6M High / 6M Low: |
0.520 |
0.063 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.229 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.70% |
| Volatility 6M: |
|
256.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
