UBS Call 600 UNH 20.09.2024
/ CH1297158144
UBS Call 600 UNH 20.09.2024/ CH1297158144 /
8/30/2024 9:56:42 PM |
Chg.-0.170 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-24.64% |
- Bid Size: - |
- Ask Size: - |
UNITEDHEALTH GROUP D... |
600.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UL73A6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
UNITEDHEALTH GROUP DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 - |
Maturity: |
9/20/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
50.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.20 |
Parity: |
-6.61 |
Time value: |
1.05 |
Break-even: |
610.50 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
9.28 |
Spread abs.: |
0.37 |
Spread %: |
54.41% |
Delta: |
0.24 |
Theta: |
-0.60 |
Omega: |
12.29 |
Rho: |
0.07 |
Quote data
Open: |
0.001 |
High: |
0.620 |
Low: |
0.001 |
Previous Close: |
0.690 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.75% |
1 Month |
|
|
-46.94% |
3 Months |
|
|
+200.58% |
YTD |
|
|
-45.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.520 |
1M High / 1M Low: |
1.310 |
0.132 |
6M High / 6M Low: |
1.310 |
0.001 |
High (YTD): |
1/4/2024 |
2.330 |
Low (YTD): |
7/16/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.610 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.586 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.323 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
979.36% |
Volatility 6M: |
|
157,357.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |