UBS Call 490 MUV2 20.09.2024
/ DE000UM3TZX2
UBS Call 490 MUV2 20.09.2024/ DE000UM3TZX2 /
2024-07-10 9:58:50 AM |
Chg.+0.050 |
Bid3:38:26 PM |
Ask3:38:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
+8.20% |
0.640 Bid Size: 25,000 |
0.680 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
490.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
UM3TZX |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
490.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-02 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
65.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-3.05 |
Time value: |
0.70 |
Break-even: |
497.00 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.08 |
Spread %: |
12.90% |
Delta: |
0.28 |
Theta: |
-0.11 |
Omega: |
18.46 |
Rho: |
0.24 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.610 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+65.00% |
1 Month |
|
|
-32.65% |
3 Months |
|
|
+144.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.370 |
1M High / 1M Low: |
1.260 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.446 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.856 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |