UBS Call 430 MUV2 20.12.2024
/ CH1319931130
UBS Call 430 MUV2 20.12.2024/ CH1319931130 /
| 6/17/2024 8:39:35 AM |
Chg.-0.40 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.23EUR |
-7.10% |
-
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: |
8.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.33 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
2.68 |
| Time value: |
2.59 |
| Break-even: |
482.70 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
1.54% |
| Delta: |
0.70 |
| Theta: |
-0.11 |
| Omega: |
6.05 |
| Rho: |
1.35 |
Quote data
| Open: |
5.23 |
| High: |
5.23 |
| Low: |
5.23 |
| Previous Close: |
5.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
+6.95% |
| 3 Months |
|
|
+35.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.89 |
5.41 |
| 1M High / 1M Low: |
5.89 |
4.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
