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UBS Call 318 HDI 21.06.2024/  CH1209964795  /

UBS Investment Bank
2024-06-10  3:45:53 PM Chg.+0.150 Bid3:45:53 PM Ask- Underlying Strike price Expiration date Option type
1.210EUR +14.15% 1.210
Bid Size: 50,000		 -
Ask Size: -		 HOME DEPOT INC. D... 318.00 - 2024-06-21 Call
 

Master data

WKN: UK581W
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: HOME DEPOT INC. DL-,05
Type: Warrant
Option type: Call
Strike price: 318.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.38
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.17
Parity: -1.46
Time value: 1.15
Break-even: 329.50
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 14.46
Spread abs.: 0.10
Spread %: 9.52%
Delta: 0.40
Theta: -0.77
Omega: 10.60
Rho: 0.03
 

Quote data

Open: 0.940
High: 1.230
Low: 0.840
Previous Close: 1.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.42%
1 Month
  -58.84%
3 Months
  -78.58%
YTD
  -68.81%
1 Year
  -47.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 1.060
1M High / 1M Low: 2.970 0.760
6M High / 6M Low: 7.560 0.760
High (YTD): 2024-03-21 7.560
Low (YTD): 2024-05-27 0.760
52W High: 2024-03-21 7.560
52W Low: 2024-05-27 0.760
Avg. price 1W:   1.216
Avg. volume 1W:   0.000
Avg. price 1M:   1.638
Avg. volume 1M:   0.000
Avg. price 6M:   3.930
Avg. volume 6M:   0.000
Avg. price 1Y:   3.198
Avg. volume 1Y:   0.000
Volatility 1M:   354.18%
Volatility 6M:   181.22%
Volatility 1Y:   156.77%
Volatility 3Y:   -