UBS Call 460 MUV2 20.12.2024
/ CH1329491075
UBS Call 460 MUV2 20.12.2024/ CH1329491075 /
| 08/11/2024 10:15:45 |
Chg.-0.53 |
Bid22:00:24 |
Ask22:00:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
-19.41% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
460.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
1.00 |
| Time value: |
1.05 |
| Break-even: |
480.50 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.08 |
| Spread %: |
4.06% |
| Delta: |
0.64 |
| Theta: |
-0.18 |
| Omega: |
14.77 |
| Rho: |
0.32 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.47% |
| 1 Month |
|
|
-52.89% |
| 3 Months |
|
|
+35.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
2.20 |
| 1M High / 1M Low: |
5.78 |
2.20 |
| 6M High / 6M Low: |
5.78 |
1.54 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.96% |
| Volatility 6M: |
|
196.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
