UBS Call 480 UNH 20.12.2024
/ CH1251039124
UBS Call 480 UNH 20.12.2024/ CH1251039124 /
2024-09-10 7:41:12 PM |
Chg.+1.830 |
Bid9:54:58 PM |
Ask9:54:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.870EUR |
+18.23% |
- Bid Size: - |
- Ask Size: - |
UNITEDHEALTH GROUP D... |
480.00 - |
2024-12-20 |
Call |
Master data
WKN: |
UL11AP |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
UNITEDHEALTH GROUP DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
480.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.59 |
Intrinsic value: |
5.84 |
Implied volatility: |
0.75 |
Historic volatility: |
0.20 |
Parity: |
5.84 |
Time value: |
5.59 |
Break-even: |
594.30 |
Moneyness: |
1.12 |
Premium: |
0.10 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.37 |
Spread %: |
3.35% |
Delta: |
0.70 |
Theta: |
-0.39 |
Omega: |
3.28 |
Rho: |
0.72 |
Quote data
Open: |
9.980 |
High: |
11.870 |
Low: |
9.980 |
Previous Close: |
10.040 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.94% |
1 Month |
|
|
+38.35% |
3 Months |
|
|
+224.32% |
YTD |
|
|
+64.40% |
1 Year |
|
|
+106.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.870 |
10.040 |
1M High / 1M Low: |
11.870 |
7.990 |
6M High / 6M Low: |
11.870 |
0.001 |
High (YTD): |
2024-09-10 |
11.870 |
Low (YTD): |
2024-06-17 |
0.001 |
52W High: |
2024-09-10 |
11.870 |
52W Low: |
2024-06-17 |
0.001 |
Avg. price 1W: |
|
11.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.998 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.966 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.947 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
136.59% |
Volatility 6M: |
|
546,913.03% |
Volatility 1Y: |
|
387,466.72% |
Volatility 3Y: |
|
- |