UBS Call 440 MUV2 20.09.2024
/ CH1326165441
UBS Call 440 MUV2 20.09.2024/ CH1326165441 /
| 04/09/2024 08:48:37 |
Chg.-0.65 |
Bid10:31:39 |
Ask10:31:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.05EUR |
-11.40% |
5.69
Bid Size: 25,000 |
5.73
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
440.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM178B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.59 |
| Intrinsic value: |
5.52 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
5.52 |
| Time value: |
0.07 |
| Break-even: |
495.90 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.45% |
| Delta: |
1.00 |
| Theta: |
-0.05 |
| Omega: |
8.85 |
| Rho: |
0.19 |
Quote data
| Open: |
5.05 |
| High: |
5.05 |
| Low: |
5.05 |
| Previous Close: |
5.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.30% |
| 1 Month |
|
|
+183.71% |
| 3 Months |
|
|
+49.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.70 |
4.38 |
| 1M High / 1M Low: |
5.70 |
1.20 |
| 6M High / 6M Low: |
5.70 |
0.85 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.36% |
| Volatility 6M: |
|
235.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
