UBS Call 420 MUV2 20.09.2024
/ CH1319925355
UBS Call 420 MUV2 20.09.2024/ CH1319925355 /
14/06/2024 08:37:27 |
Chg.-0.32 |
Bid22:00:13 |
Ask22:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
5.39EUR |
-5.60% |
- Bid Size: - |
- Ask Size: - |
MUENCH.RUECKVERS.VNA... |
420.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
01/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.37 |
Intrinsic value: |
3.68 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
3.68 |
Time value: |
1.28 |
Break-even: |
469.60 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.08 |
Spread %: |
1.64% |
Delta: |
0.77 |
Theta: |
-0.13 |
Omega: |
7.12 |
Rho: |
0.81 |
Quote data
Open: |
5.39 |
High: |
5.39 |
Low: |
5.39 |
Previous Close: |
5.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.86% |
1 Month |
|
|
+27.42% |
3 Months |
|
|
+46.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.71 |
5.17 |
1M High / 1M Low: |
5.71 |
4.07 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |