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UBS Call 460 UNH 20.12.2024/  CH1255649845  /

EUWAX
7/9/2024  8:59:19 AM Chg.- Bid8:49:01 AM Ask8:49:01 AM Underlying Strike price Expiration date Option type
3.86EUR - 4.01
Bid Size: 500		 7.09
Ask Size: 500		 UNITEDHEALTH GROUP D... 460.00 - 12/20/2024 Call
 

Master data

WKN: UL297P
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 12/20/2024
Issue date: 3/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.61
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.20
Parity: -0.49
Time value: 5.98
Break-even: 519.80
Moneyness: 0.99
Premium: 0.14
Premium p.a.: 0.35
Spread abs.: 0.87
Spread %: 17.03%
Delta: 0.57
Theta: -0.20
Omega: 4.35
Rho: 0.89
 

Quote data

Open: 3.86
High: 3.86
Low: 3.86
Previous Close: 3.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.42%
1 Month
  -15.35%
3 Months  
+12.54%
YTD
  -54.64%
1 Year
  -39.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.79 3.66
1M High / 1M Low: 5.83 3.66
6M High / 6M Low: 10.10 2.63
High (YTD): 1/4/2024 10.86
Low (YTD): 4/12/2024 2.63
52W High: 10/16/2023 11.86
52W Low: 4/12/2024 2.63
Avg. price 1W:   4.17
Avg. volume 1W:   0.00
Avg. price 1M:   4.58
Avg. volume 1M:   0.00
Avg. price 6M:   5.86
Avg. volume 6M:   0.00
Avg. price 1Y:   7.67
Avg. volume 1Y:   0.00
Volatility 1M:   244.85%
Volatility 6M:   173.46%
Volatility 1Y:   144.14%
Volatility 3Y:   -