UBS Call 410 MUV2 20.09.2024
/ CH1319925348
UBS Call 410 MUV2 20.09.2024/ CH1319925348 /
| 2024-05-21 2:22:27 PM |
Chg.+0.160 |
Bid2:22:27 PM |
Ask2:22:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.980EUR |
+2.75% |
5.980
Bid Size: 25,000 |
6.020
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
410.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.56 |
| Intrinsic value: |
4.82 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
4.82 |
| Time value: |
1.08 |
| Break-even: |
469.00 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
1.37% |
| Delta: |
0.84 |
| Theta: |
-0.10 |
| Omega: |
6.51 |
| Rho: |
1.09 |
Quote data
| Open: |
5.830 |
| High: |
6.150 |
| Low: |
5.750 |
| Previous Close: |
5.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.81% |
| 1 Month |
|
|
+157.76% |
| 3 Months |
|
|
+127.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.930 |
4.840 |
| 1M High / 1M Low: |
5.930 |
2.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
