UBS Call 370 HDI 20.09.2024
/ CH1278958538
UBS Call 370 HDI 20.09.2024/ CH1278958538 /
| 09/08/2024 19:41:21 |
Chg.-0.030 |
Bid21:56:42 |
Ask21:56:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
HOME DEPOT INC. D... |
370.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL8FZ0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
HOME DEPOT INC. DL-,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.18 |
| Parity: |
-5.06 |
| Time value: |
0.79 |
| Break-even: |
377.90 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
3.47 |
| Spread abs.: |
0.38 |
| Spread %: |
92.68% |
| Delta: |
0.25 |
| Theta: |
-0.23 |
| Omega: |
9.98 |
| Rho: |
0.08 |
Quote data
| Open: |
0.001 |
| High: |
0.490 |
| Low: |
0.001 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.78% |
| 1 Month |
|
|
+45.16% |
| 3 Months |
|
|
-54.55% |
| YTD |
|
|
-74.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.450 |
| 1M High / 1M Low: |
1.390 |
0.001 |
| 6M High / 6M Low: |
4.010 |
0.001 |
| High (YTD): |
21/03/2024 |
4.010 |
| Low (YTD): |
12/07/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.642 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139,678.05% |
| Volatility 6M: |
|
60,077.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
