UBS Call 380 HDI 20.09.2024
/ CH1278942078
UBS Call 380 HDI 20.09.2024/ CH1278942078 /
2024-08-28 8:25:53 AM |
Chg.0.000 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
HOME DEPOT INC. D... |
380.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL8J71 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
HOME DEPOT INC. DL-,05 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-06 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
60.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.18 |
Parity: |
-4.61 |
Time value: |
0.55 |
Break-even: |
385.50 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
8.79 |
Spread abs.: |
0.27 |
Spread %: |
96.43% |
Delta: |
0.21 |
Theta: |
-0.31 |
Omega: |
12.91 |
Rho: |
0.04 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-98.61% |
YTD |
|
|
-99.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.410 |
0.001 |
6M High / 6M Low: |
3.250 |
0.001 |
High (YTD): |
2024-03-22 |
3.250 |
Low (YTD): |
2024-08-27 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.726 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120,431.20% |
Volatility 6M: |
|
78,857.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |