UBS Call 500 UNH 20.09.2024
/ CH1272031647
UBS Call 500 UNH 20.09.2024/ CH1272031647 /
2024-08-02 7:34:16 PM |
Chg.+0.450 |
Bid2:25:57 PM |
Ask2:25:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.680EUR |
+6.22% |
- Bid Size: - |
- Ask Size: - |
UNITEDHEALTH GROUP D... |
500.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL6H2A |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
UNITEDHEALTH GROUP DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.51 |
Intrinsic value: |
4.06 |
Implied volatility: |
0.92 |
Historic volatility: |
0.20 |
Parity: |
4.06 |
Time value: |
5.06 |
Break-even: |
591.20 |
Moneyness: |
1.08 |
Premium: |
0.09 |
Premium p.a.: |
1.03 |
Spread abs.: |
0.87 |
Spread %: |
10.55% |
Delta: |
0.66 |
Theta: |
-0.73 |
Omega: |
3.92 |
Rho: |
0.34 |
Quote data
Open: |
5.690 |
High: |
7.680 |
Low: |
5.690 |
Previous Close: |
7.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+33.80% |
1 Month |
|
|
+440.85% |
3 Months |
|
|
+241.33% |
YTD |
|
|
+47.69% |
1 Year |
|
|
+41.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.680 |
5.740 |
1M High / 1M Low: |
7.680 |
1.160 |
6M High / 6M Low: |
7.680 |
0.001 |
High (YTD): |
2024-08-02 |
7.680 |
Low (YTD): |
2024-06-17 |
0.001 |
52W High: |
2023-10-16 |
8.250 |
52W Low: |
2024-06-17 |
0.001 |
Avg. price 1W: |
|
6.792 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.506 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.877 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.497 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,133.32% |
Volatility 6M: |
|
244,861.73% |
Volatility 1Y: |
|
172,813.31% |
Volatility 3Y: |
|
- |