UBS Call 380 MUV2 20.09.2024
/ CH1319925314
UBS Call 380 MUV2 20.09.2024/ CH1319925314 /
| 29/07/2024 17:23:53 |
Chg.-0.350 |
Bid17:23:53 |
Ask17:23:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.560EUR |
-4.42% |
7.560
Bid Size: 25,000 |
7.600
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
380.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM2DSK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.73 |
| Intrinsic value: |
7.53 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
7.53 |
| Time value: |
0.46 |
| Break-even: |
459.90 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
1.01% |
| Delta: |
0.92 |
| Theta: |
-0.13 |
| Omega: |
5.22 |
| Rho: |
0.49 |
Quote data
| Open: |
7.970 |
| High: |
8.450 |
| Low: |
7.520 |
| Previous Close: |
7.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.26% |
| 1 Month |
|
|
-17.01% |
| 3 Months |
|
|
+57.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.910 |
7.330 |
| 1M High / 1M Low: |
9.290 |
7.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
