UBS Call 430 MUV2 20.09.2024
/ CH1319925363
UBS Call 430 MUV2 20.09.2024/ CH1319925363 /
| 2024-05-21 5:53:16 PM |
Chg.+0.290 |
Bid5:53:16 PM |
Ask5:53:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.510EUR |
+6.87% |
4.510
Bid Size: 7,500 |
4.590
Ask Size: 7,500 |
MUENCH.RUECKVERS.VNA... |
430.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM17SM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
2.82 |
| Time value: |
1.48 |
| Break-even: |
473.00 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.08 |
| Spread %: |
1.90% |
| Delta: |
0.75 |
| Theta: |
-0.11 |
| Omega: |
7.96 |
| Rho: |
1.00 |
Quote data
| Open: |
4.230 |
| High: |
4.560 |
| Low: |
4.140 |
| Previous Close: |
4.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.72% |
| 1 Month |
|
|
+213.19% |
| 3 Months |
|
|
+165.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.320 |
3.360 |
| 1M High / 1M Low: |
4.320 |
1.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
