UBS Call 370 HDI 20.09.2024
/ CH1278958538
UBS Call 370 HDI 20.09.2024/ CH1278958538 /
7/17/2024 8:27:44 AM |
Chg.+0.120 |
Bid5:42:25 PM |
Ask5:42:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
+44.44% |
1.430 Bid Size: 2,500 |
1.710 Ask Size: 2,500 |
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: |
21.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.18 |
Parity: |
-3.14 |
Time value: |
1.56 |
Break-even: |
385.60 |
Moneyness: |
0.92 |
Premium: |
0.14 |
Premium p.a.: |
1.08 |
Spread abs.: |
0.27 |
Spread %: |
20.93% |
Delta: |
0.37 |
Theta: |
-0.21 |
Omega: |
8.14 |
Rho: |
0.20 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+38900.00% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-50.63% |
YTD |
|
|
-77.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.001 |
1M High / 1M Low: |
0.950 |
0.001 |
6M High / 6M Low: |
3.950 |
0.001 |
High (YTD): |
3/22/2024 |
3.950 |
Low (YTD): |
7/12/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.143 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.403 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.437 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151,503.89% |
Volatility 6M: |
|
61,116.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |