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UBS Call 480 UNH 20.12.2024/  CH1251039124  /

Frankfurt Zert./UBS
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:   -