UBS Call 390 MUV2 20.09.2024
/ CH1319925322
UBS Call 390 MUV2 20.09.2024/ CH1319925322 /
2024-05-21 8:38:01 AM |
Chg.-0.10 |
Bid6:47:53 PM |
Ask6:47:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.60EUR |
-1.30% |
7.94 Bid Size: 7,500 |
8.02 Ask Size: 7,500 |
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: |
7.60 |
High: |
7.60 |
Low: |
7.60 |
Previous Close: |
7.70 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.46% |
1 Month |
|
|
+135.29% |
3 Months |
|
|
+96.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.70 |
6.52 |
1M High / 1M Low: |
7.70 |
3.17 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.95 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |