UBS Call 378 HD 20.12.2024
/ CH1329499755
UBS Call 378 HD 20.12.2024/ CH1329499755 /
| 10/4/2024 9:54:42 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-5.26% |
-
Bid Size: - |
-
Ask Size: - |
Home Depot Inc |
378.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
UM25DZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
378.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
0.28 |
| Time value: |
0.11 |
| Break-even: |
383.42 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
0.74 |
| Theta: |
-0.14 |
| Omega: |
7.09 |
| Rho: |
0.49 |
Quote data
| Open: |
0.350 |
| High: |
0.420 |
| Low: |
0.300 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+218.58% |
| 3 Months |
|
|
+800.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.330 |
| 1M High / 1M Low: |
0.380 |
0.086 |
| 6M High / 6M Low: |
0.380 |
0.031 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.134 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.63% |
| Volatility 6M: |
|
332.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
