UBS Call 500 UNH 20.09.2024
/ CH1272031647
UBS Call 500 UNH 20.09.2024/ CH1272031647 /
| 2024-08-02 9:19:27 AM |
Chg.- |
Bid2:26:03 PM |
Ask2:26:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.84EUR |
- |
-
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: |
5.84 |
| High: |
5.84 |
| Low: |
5.84 |
| Previous Close: |
6.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.51% |
| 1 Month |
|
|
+689.19% |
| 3 Months |
|
|
+201.03% |
| YTD |
|
|
+12.31% |
| 1 Year |
|
|
-5.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.46 |
5.54 |
| 1M High / 1M Low: |
6.47 |
0.39 |
| 6M High / 6M Low: |
6.47 |
0.38 |
| High (YTD): |
2024-01-04 |
7.34 |
| Low (YTD): |
2024-04-12 |
0.38 |
| 52W High: |
2023-12-05 |
8.25 |
| 52W Low: |
2024-04-12 |
0.38 |
| Avg. price 1W: |
|
6.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
889.19% |
| Volatility 6M: |
|
547.81% |
| Volatility 1Y: |
|
407.71% |
| Volatility 3Y: |
|
- |
