UBS Call 378 HD 20.12.2024
/ CH1329499755
UBS Call 378 HD 20.12.2024/ CH1329499755 /
| 08/11/2024 18:04:00 |
Chg.+0.040 |
Bid18:04:00 |
Ask18:04:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+16.00% |
0.290
Bid Size: 25,000 |
0.310
Ask Size: 25,000 |
Home Depot Inc |
378.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
08/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
0.20 |
| Time value: |
0.08 |
| Break-even: |
378.14 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
0.73 |
| Theta: |
-0.18 |
| Omega: |
9.62 |
| Rho: |
0.28 |
Quote data
| Open: |
0.227 |
| High: |
0.290 |
| Low: |
0.225 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.19% |
| 1 Month |
|
|
-29.27% |
| 3 Months |
|
|
+198.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.188 |
| 1M High / 1M Low: |
0.420 |
0.188 |
| 6M High / 6M Low: |
0.420 |
0.031 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.96% |
| Volatility 6M: |
|
331.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
