UBS Call 370 HDI 20.09.2024
/ CH1278958538
UBS Call 370 HDI 20.09.2024/ CH1278958538 /
| 8/9/2024 9:56:42 PM |
Chg.-0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-8.89% |
-
Bid Size: - |
-
Ask Size: - |
HOME DEPOT INC. D... |
370.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/6/2023 |
| Last trading day: |
9/19/2024 |
| 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: |
0.530 |
| Low: |
0.001 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.60% |
| 1 Month |
|
|
-41.43% |
| 3 Months |
|
|
-60.58% |
| YTD |
|
|
-76.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.410 |
| 1M High / 1M Low: |
1.450 |
0.410 |
| 6M High / 6M Low: |
4.080 |
0.154 |
| High (YTD): |
3/21/2024 |
4.080 |
| Low (YTD): |
7/4/2024 |
0.154 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.342 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.06% |
| Volatility 6M: |
|
343.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
