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UBS Call 500 UNH 20.09.2024/  CH1272031647  /

Frankfurt Zert./UBS
10/07/2024  19:41:58 Chg.+0.230 Bid21:41:19 Ask21:41:19 Underlying Strike price Expiration date Option type
1.910EUR +13.69% 1.900
Bid Size: 2,000		 2.770
Ask Size: 2,000		 UNITEDHEALTH GROUP D... 500.00 - 20/09/2024 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: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.50
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.20
Parity: -4.49
Time value: 2.46
Break-even: 524.60
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 1.06
Spread abs.: 0.86
Spread %: 53.75%
Delta: 0.39
Theta: -0.28
Omega: 7.21
Rho: 0.30
 

Quote data

Open: 0.470
High: 1.910
Low: 0.470
Previous Close: 1.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+66.09%
1 Month  
+61.86%
3 Months  
+161.64%
YTD
  -63.27%
1 Year
  -42.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.680 0.930
1M High / 1M Low: 2.230 0.001
6M High / 6M Low: 6.680 0.001
High (YTD): 04/01/2024 7.310
Low (YTD): 17/06/2024 0.001
52W High: 16/10/2023 8.250
52W Low: 17/06/2024 0.001
Avg. price 1W:   1.324
Avg. volume 1W:   0.000
Avg. price 1M:   1.432
Avg. volume 1M:   0.000
Avg. price 6M:   2.862
Avg. volume 6M:   0.000
Avg. price 1Y:   4.508
Avg. volume 1Y:   0.000
Volatility 1M:   606,878.79%
Volatility 6M:   244,866.06%
Volatility 1Y:   172,150.91%
Volatility 3Y:   -