UBS Call 410 MUV2 20.09.2024
/ CH1319925348
UBS Call 410 MUV2 20.09.2024/ CH1319925348 /
| 14/06/2024 19:41:25 |
Chg.-0.410 |
Bid21:54:33 |
Ask21:54:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.750EUR |
-6.66% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
410.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM19YS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.67 |
| Intrinsic value: |
5.14 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
5.14 |
| Time value: |
1.19 |
| Break-even: |
473.30 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.08 |
| Spread %: |
1.28% |
| Delta: |
0.81 |
| Theta: |
-0.13 |
| Omega: |
5.94 |
| Rho: |
0.84 |
Quote data
| Open: |
6.260 |
| High: |
6.260 |
| Low: |
5.430 |
| Previous Close: |
6.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.59% |
| 1 Month |
|
|
+19.05% |
| 3 Months |
|
|
+24.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.630 |
5.750 |
| 1M High / 1M Low: |
6.630 |
4.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
