UBS Call 490 UNH 20.09.2024
/ CH1272031639
UBS Call 490 UNH 20.09.2024/ CH1272031639 /
| 8/2/2024 9:56:59 PM |
Chg.+1.200 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.140EUR |
+15.11% |
-
Bid Size: - |
-
Ask Size: - |
UNITEDHEALTH GROUP D... |
490.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.42 |
| Intrinsic value: |
5.06 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.20 |
| Parity: |
5.06 |
| Time value: |
4.17 |
| Break-even: |
582.30 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.11 |
| Spread %: |
1.21% |
| Delta: |
0.69 |
| Theta: |
-0.64 |
| Omega: |
4.03 |
| Rho: |
0.37 |
Quote data
| Open: |
6.600 |
| High: |
9.140 |
| Low: |
6.500 |
| Previous Close: |
7.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.09% |
| 1 Month |
|
|
+327.10% |
| 3 Months |
|
|
+227.60% |
| YTD |
|
|
+57.59% |
| 1 Year |
|
|
+41.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.140 |
7.460 |
| 1M High / 1M Low: |
9.140 |
1.950 |
| 6M High / 6M Low: |
9.140 |
1.330 |
| High (YTD): |
8/2/2024 |
9.140 |
| Low (YTD): |
4/12/2024 |
1.330 |
| 52W High: |
8/2/2024 |
9.140 |
| 52W Low: |
4/12/2024 |
1.330 |
| Avg. price 1W: |
|
8.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.674 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.804 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.372 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
287.24% |
| Volatility 6M: |
|
242.30% |
| Volatility 1Y: |
|
188.99% |
| Volatility 3Y: |
|
- |
