UBS Call 420 MUV2 20.09.2024
/ CH1319925355
UBS Call 420 MUV2 20.09.2024/ CH1319925355 /
| 2024-05-21 3:59:52 PM |
Chg.+0.110 |
Bid3:59:52 PM |
Ask3:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.110EUR |
+2.20% |
5.110
Bid Size: 25,000 |
5.150
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
420.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2TA6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.72 |
| Intrinsic value: |
3.82 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
3.82 |
| Time value: |
1.26 |
| Break-even: |
470.80 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
1.60% |
| Delta: |
0.80 |
| Theta: |
-0.10 |
| Omega: |
7.18 |
| Rho: |
1.05 |
Quote data
| Open: |
5.010 |
| High: |
5.310 |
| Low: |
4.920 |
| Previous Close: |
5.000 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.54% |
| 1 Month |
|
|
+177.72% |
| 3 Months |
|
|
+139.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.100 |
4.070 |
| 1M High / 1M Low: |
5.100 |
1.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
