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UBS Call 345 HDI 21.06.2024/  CH1209971204  /

UBS Investment Bank
2024-06-17  8:36:43 AM Chg.-0.060 Bid8:36:43 AM Ask- Underlying Strike price Expiration date Option type
0.340EUR -15.00% 0.340
Bid Size: 5,000		 -
Ask Size: -		 HOME DEPOT INC. D... 345.00 - 2024-06-21 Call
 

Master data

WKN: UK6G7Z
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: HOME DEPOT INC. DL-,05
Type: Warrant
Option type: Call
Strike price: 345.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 95.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.17
Parity: -2.10
Time value: 0.34
Break-even: 348.40
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 81.78
Spread abs.: -0.06
Spread %: -15.00%
Delta: 0.23
Theta: -0.67
Omega: 22.13
Rho: 0.01
 

Quote data

Open: 0.330
High: 0.340
Low: 0.320
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+273.63%
1 Month
  -44.26%
3 Months
  -90.17%
YTD
  -84.82%
1 Year
  -75.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.091
1M High / 1M Low: 0.610 0.001
6M High / 6M Low: 5.240 0.001
High (YTD): 2024-03-21 5.240
Low (YTD): 2024-05-27 0.001
52W High: 2024-03-21 5.240
52W Low: 2024-05-27 0.001
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   2.110
Avg. volume 6M:   0.000
Avg. price 1Y:   1.786
Avg. volume 1Y:   0.000
Volatility 1M:   22,625.58%
Volatility 6M:   8,918.25%
Volatility 1Y:   6,294.76%
Volatility 3Y:   -