UBS Call 390 MUV2 20.09.2024
/ CH1319925322
UBS Call 390 MUV2 20.09.2024/ CH1319925322 /
| 2024-05-21 7:35:30 PM |
Chg.+0.310 |
Bid9:33:11 PM |
Ask9:33:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.910EUR |
+4.08% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
390.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM19Z4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.38 |
| Intrinsic value: |
6.82 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
6.82 |
| Time value: |
0.84 |
| Break-even: |
466.60 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
1.06% |
| Delta: |
0.90 |
| Theta: |
-0.08 |
| Omega: |
5.37 |
| Rho: |
1.12 |
Quote data
| Open: |
7.620 |
| High: |
7.930 |
| Low: |
7.620 |
| Previous Close: |
7.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.40% |
| 1 Month |
|
|
+131.29% |
| 3 Months |
|
|
+105.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.700 |
6.520 |
| 1M High / 1M Low: |
7.700 |
3.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
