UBS Call 500 UNH 20.09.2024
/ CH1272031647
UBS Call 500 UNH 20.09.2024/ CH1272031647 /
05/08/2024 18:32:11 |
Chg.-1.170 |
Bid18:32:11 |
Ask18:32:11 |
Underlying |
Strike price |
Expiration date |
Option type |
7.080EUR |
-14.18% |
7.080 Bid Size: 2,000 |
7.950 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: |
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: |
7.570 |
High: |
7.870 |
Low: |
6.730 |
Previous Close: |
8.250 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.27% |
1 Month |
|
|
+368.87% |
3 Months |
|
|
+207.83% |
YTD |
|
|
+36.15% |
1 Year |
|
|
+19.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.250 |
6.600 |
1M High / 1M Low: |
8.250 |
1.490 |
6M High / 6M Low: |
8.250 |
1.080 |
High (YTD): |
02/08/2024 |
8.250 |
Low (YTD): |
11/04/2024 |
1.080 |
52W High: |
13/10/2023 |
8.350 |
52W Low: |
11/04/2024 |
1.080 |
Avg. price 1W: |
|
7.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.261 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.797 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
325.39% |
Volatility 6M: |
|
269.62% |
Volatility 1Y: |
|
209.01% |
Volatility 3Y: |
|
- |