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UBS Call 480 UNH 20.12.2024/  CH1251039124  /

UBS Investment Bank
2024-08-02  9:56:43 PM Chg.+1.060 Bid- Ask- Underlying Strike price Expiration date Option type
10.840EUR +10.84% -
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: 4.62
Leverage: Yes

Calculated values

Fair value: 7.14
Intrinsic value: 6.06
Implied volatility: 0.64
Historic volatility: 0.20
Parity: 6.06
Time value: 5.65
Break-even: 597.10
Moneyness: 1.13
Premium: 0.10
Premium p.a.: 0.30
Spread abs.: 0.86
Spread %: 7.93%
Delta: 0.70
Theta: -0.30
Omega: 3.25
Rho: 0.99
 

Quote data

Open: 8.420
High: 10.870
Low: 8.330
Previous Close: 9.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.43%
1 Month  
+186.02%
3 Months  
+140.89%
YTD  
+49.93%
1 Year  
+39.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.840 9.310
1M High / 1M Low: 10.840 3.790
6M High / 6M Low: 10.840 2.550
High (YTD): 2024-08-02 10.840
Low (YTD): 2024-04-12 2.550
52W High: 2024-08-02 10.840
52W Low: 2024-04-12 2.550
Avg. price 1W:   10.038
Avg. volume 1W:   0.000
Avg. price 1M:   7.680
Avg. volume 1M:   0.000
Avg. price 6M:   5.461
Avg. volume 6M:   0.000
Avg. price 1Y:   6.908
Avg. volume 1Y:   0.000
Volatility 1M:   182.70%
Volatility 6M:   164.22%
Volatility 1Y:   134.16%
Volatility 3Y:   -