UBS Call 480 HD 20.12.2024/  DE000UP2LEE3  /

Frankfurt Zert./UBS
2024-11-06  4:40:33 PM Chg.0.000 Bid2024-11-06 Ask2024-11-06 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 25,000
0.040
Ask Size: 25,000
Home Depot Inc 480.00 USD 2024-12-20 Call
 

Master data

WKN: UP2LEE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 2024-12-20
Issue date: 2024-10-22
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 91.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.18
Parity: -0.73
Time value: 0.04
Break-even: 443.00
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 3.88
Spread abs.: 0.04
Spread %: 3,900.00%
Delta: 0.15
Theta: -0.15
Omega: 13.27
Rho: 0.06
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -