UBS Call 430 MUV2 20.12.2024
/ CH1319931130
UBS Call 430 MUV2 20.12.2024/ CH1319931130 /
| 6/14/2024 9:42:24 PM |
Chg.-0.450 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.190EUR |
-7.98% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
430.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2DSJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.70 |
| Intrinsic value: |
3.14 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
3.14 |
| Time value: |
2.58 |
| Break-even: |
487.20 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
1.42% |
| Delta: |
0.71 |
| Theta: |
-0.11 |
| Omega: |
5.74 |
| Rho: |
1.40 |
Quote data
| Open: |
5.620 |
| High: |
5.660 |
| Low: |
4.960 |
| Previous Close: |
5.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.95% |
| 1 Month |
|
|
+16.37% |
| 3 Months |
|
|
+39.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.890 |
5.390 |
| 1M High / 1M Low: |
5.890 |
4.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
