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UBS Call 480 UNH 20.12.2024/  CH1251039124  /

Frankfurt Zert./UBS
11/15/2024  7:27:23 PM Chg.-0.110 Bid9:56:56 PM Ask- Underlying Strike price Expiration date Option type
10.860EUR -1.00% -
Bid Size: -		 -
Ask Size: -		 UnitedHealth Group I... 480.00 USD 12/20/2024 Call
 

Master data

WKN: UL11AP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.18
Leverage: Yes

Calculated values

Fair value: 10.79
Intrinsic value: 10.66
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 10.66
Time value: 0.20
Break-even: 564.54
Moneyness: 1.23
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 0.46%
Delta: 0.97
Theta: -0.10
Omega: 5.04
Rho: 0.41
 

Quote data

Open: 10.010
High: 11.070
Low: 10.010
Previous Close: 10.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.32%
1 Month  
+27.32%
3 Months  
+21.75%
YTD  
+50.42%
1 Year  
+17.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.930 10.860
1M High / 1M Low: 13.930 7.710
6M High / 6M Low: 13.930 0.001
High (YTD): 11/11/2024 13.930
Low (YTD): 6/17/2024 0.001
52W High: 11/11/2024 13.930
52W Low: 6/17/2024 0.001
Avg. price 1W:   12.160
Avg. volume 1W:   0.000
Avg. price 1M:   9.642
Avg. volume 1M:   0.000
Avg. price 6M:   7.952
Avg. volume 6M:   0.000
Avg. price 1Y:   7.157
Avg. volume 1Y:   0.000
Volatility 1M:   177.08%
Volatility 6M:   549,013.84%
Volatility 1Y:   388,211.32%
Volatility 3Y:   -