UBS Call 460 MUV2 20.12.2024
/ CH1329491075
UBS Call 460 MUV2 20.12.2024/ CH1329491075 /
| 10/8/2024 4:55:26 PM |
Chg.+0.390 |
Bid4:55:26 PM |
Ask4:55:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.850EUR |
+15.85% |
2.850
Bid Size: 25,000 |
2.890
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
460.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UM2W14 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.70 |
| Time value: |
1.84 |
| Break-even: |
485.40 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.08 |
| Spread %: |
3.25% |
| Delta: |
0.60 |
| Theta: |
-0.16 |
| Omega: |
11.03 |
| Rho: |
0.51 |
Quote data
| Open: |
2.250 |
| High: |
2.900 |
| Low: |
1.940 |
| Previous Close: |
2.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.39% |
| 1 Month |
|
|
-19.03% |
| 3 Months |
|
|
-3.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.820 |
2.460 |
| 1M High / 1M Low: |
4.620 |
2.460 |
| 6M High / 6M Low: |
4.930 |
1.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.921 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.954 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.03% |
| Volatility 6M: |
|
177.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
