UBS Call 400 MUV2 20.12.2024
/ DE000UL8F020
UBS Call 400 MUV2 20.12.2024/ DE000UL8F020 /
2024-08-05 1:11:50 PM |
Chg.-0.120 |
Bid1:11:50 PM |
Ask1:11:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.690EUR |
-6.63% |
1.690 Bid Size: 10,000 |
1.700 Ask Size: 10,000 |
MUENCH.RUECKVERS.VNA... |
400.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
UL8F02 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
23.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.62 |
Intrinsic value: |
3.63 |
Implied volatility: |
- |
Historic volatility: |
0.18 |
Parity: |
3.63 |
Time value: |
-1.79 |
Break-even: |
418.40 |
Moneyness: |
1.09 |
Premium: |
-0.04 |
Premium p.a.: |
-0.11 |
Spread abs.: |
0.03 |
Spread %: |
1.66% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.700 |
High: |
1.710 |
Low: |
1.510 |
Previous Close: |
1.810 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.65% |
1 Month |
|
|
-13.33% |
3 Months |
|
|
+32.03% |
YTD |
|
|
+101.19% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.040 |
1.810 |
1M High / 1M Low: |
2.150 |
1.810 |
6M High / 6M Low: |
2.150 |
1.070 |
High (YTD): |
2024-07-15 |
2.150 |
Low (YTD): |
2024-01-11 |
0.810 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.950 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.018 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.739 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
50.01% |
Volatility 6M: |
|
68.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |