UBS Call 410 HD 20.12.2024
/ CH1329499862
UBS Call 410 HD 20.12.2024/ CH1329499862 /
| 06/11/2024 09:45:46 |
Chg.+0.004 |
Bid20:34:53 |
Ask20:34:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
+5.19% |
0.055
Bid Size: 25,000 |
0.083
Ask Size: 25,000 |
Home Depot Inc |
410.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UM2XJL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 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: |
28.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-0.09 |
| Time value: |
0.13 |
| Break-even: |
387.78 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.03 |
| Spread %: |
26.73% |
| Delta: |
0.45 |
| Theta: |
-0.20 |
| Omega: |
12.80 |
| Rho: |
0.18 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.081 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.71% |
| 1 Month |
|
|
-43.36% |
| 3 Months |
|
|
+131.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.070 |
| 1M High / 1M Low: |
0.199 |
0.070 |
| 6M High / 6M Low: |
0.199 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.051 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.89% |
| Volatility 6M: |
|
4,425.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
