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UBS Call 490 UNH 20.09.2024/  CH1272031639  /

Frankfurt Zert./UBS
09/07/2024  19:25:15 Chg.+0.330 Bid10:24:48 Ask10:24:48 Underlying Strike price Expiration date Option type
2.230EUR +17.37% 1.340
Bid Size: 1,000		 3.680
Ask Size: 1,000		 UNITEDHEALTH GROUP D... 490.00 - 20/09/2024 Call
 

Master data

WKN: UL6J8G
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 490.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.48
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.20
Parity: -3.49
Time value: 2.94
Break-even: 519.40
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.96
Spread abs.: 0.87
Spread %: 42.03%
Delta: 0.43
Theta: -0.30
Omega: 6.67
Rho: 0.33
 

Quote data

Open: 0.880
High: 2.230
Low: 0.840
Previous Close: 1.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.53%
1 Month  
+35.98%
3 Months  
+114.42%
YTD
  -61.55%
1 Year
  -49.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.230 1.430
1M High / 1M Low: 2.740 0.001
6M High / 6M Low: 7.350 0.001
High (YTD): 04/01/2024 7.970
Low (YTD): 17/06/2024 0.001
52W High: 16/10/2023 8.850
52W Low: 17/06/2024 0.001
Avg. price 1W:   1.818
Avg. volume 1W:   0.000
Avg. price 1M:   1.881
Avg. volume 1M:   0.000
Avg. price 6M:   3.360
Avg. volume 6M:   0.000
Avg. price 1Y:   5.047
Avg. volume 1Y:   0.000
Volatility 1M:   758,721.35%
Volatility 6M:   306,122.71%
Volatility 1Y:   215,214.81%
Volatility 3Y:   -