UBS Call 390 MUV2 20.09.2024
/ CH1319925322
UBS Call 390 MUV2 20.09.2024/ CH1319925322 /
| 6/3/2024 3:17:40 PM |
Chg.-0.020 |
Bid3:17:40 PM |
Ask3:17:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.710EUR |
-0.26% |
7.710
Bid Size: 25,000 |
7.750
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
390.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.28 |
| Intrinsic value: |
6.79 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
6.79 |
| Time value: |
1.02 |
| Break-even: |
468.10 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
1.03% |
| Delta: |
0.86 |
| Theta: |
-0.11 |
| Omega: |
5.06 |
| Rho: |
0.95 |
Quote data
| Open: |
7.720 |
| High: |
8.060 |
| Low: |
7.500 |
| Previous Close: |
7.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.05% |
| 1 Month |
|
|
+143.99% |
| 3 Months |
|
|
+68.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.120 |
7.320 |
| 1M High / 1M Low: |
8.120 |
3.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
