UBS Call 368 HD 21.03.2025
/ CH1329500099
UBS Call 368 HD 21.03.2025/ CH1329500099 /
| 10/4/2024 9:54:54 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-3.85% |
-
Bid Size: - |
-
Ask Size: - |
Home Depot Inc |
368.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM218B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
368.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.37 |
| Time value: |
0.16 |
| Break-even: |
388.31 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
0.76 |
| Theta: |
-0.09 |
| Omega: |
5.34 |
| Rho: |
1.05 |
Quote data
| Open: |
0.500 |
| High: |
0.560 |
| Low: |
0.450 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+120.26% |
| 3 Months |
|
|
+327.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.470 |
| 1M High / 1M Low: |
0.520 |
0.200 |
| 6M High / 6M Low: |
0.520 |
0.095 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.18% |
| Volatility 6M: |
|
200.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
