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UBS Call 500 UNH 20.09.2024/  CH1272031647  /

UBS Investment Bank
8/5/2024  6:34:07 PM Chg.-1.170 Bid6:34:07 PM Ask6:34:07 PM 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 - 9/20/2024 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: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
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): 8/2/2024 8.250
Low (YTD): 4/11/2024 1.080
52W High: 10/13/2023 8.350
52W Low: 4/11/2024 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:   -