UBS Call 390 MUV2 20.12.2024
/ CH1319925389
UBS Call 390 MUV2 20.12.2024/ CH1319925389 /
| 2024-05-31 7:38:36 PM |
Chg.+0.250 |
Bid9:54:43 PM |
Ask9:54:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.390EUR |
+3.07% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
390.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2FZ1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.78 |
| Intrinsic value: |
6.79 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
6.79 |
| Time value: |
1.79 |
| Break-even: |
475.80 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
0.94% |
| Delta: |
0.83 |
| Theta: |
-0.09 |
| Omega: |
4.43 |
| Rho: |
1.63 |
Quote data
| Open: |
8.090 |
| High: |
8.770 |
| Low: |
8.090 |
| Previous Close: |
8.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.66% |
| 1 Month |
|
|
+85.21% |
| 3 Months |
|
|
+61.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.880 |
8.140 |
| 1M High / 1M Low: |
8.880 |
3.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
