UBS Call 302 HDI 21.06.2024
/ CH1209964738
UBS Call 302 HDI 21.06.2024/ CH1209964738 /
| 2024-05-17 9:21:12 AM |
Chg.-0.190 |
Bid9:39:14 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.730EUR |
-4.85% |
-
Bid Size: - |
-
Ask Size: - |
HOME DEPOT INC. D... |
302.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6MJM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
HOME DEPOT INC. DL-,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
302.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.17 |
| Parity: |
2.20 |
| Time value: |
1.53 |
| Break-even: |
339.30 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
15.55 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.68 |
| Theta: |
-1.94 |
| Omega: |
5.88 |
| Rho: |
0.03 |
Quote data
| Open: |
3.730 |
| High: |
3.730 |
| Low: |
3.730 |
| Previous Close: |
3.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.85% |
| 3 Months |
|
|
-47.02% |
| YTD |
|
|
-25.70% |
| 1 Year |
|
|
+12.01% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.920 |
3.730 |
| 6M High / 6M Low: |
8.690 |
3.230 |
| High (YTD): |
2024-03-22 |
8.690 |
| Low (YTD): |
2024-04-25 |
3.230 |
| 52W High: |
2024-03-22 |
8.690 |
| 52W Low: |
2023-10-27 |
1.410 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.347 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
98.99% |
| Volatility 1Y: |
|
112.45% |
| Volatility 3Y: |
|
- |
