UBS Call 440 MUV2 20.09.2024
/ CH1326165441
UBS Call 440 MUV2 20.09.2024/ CH1326165441 /
| 10/06/2024 11:12:17 |
Chg.-0.340 |
Bid11:29:27 |
Ask11:29:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.400EUR |
-9.09% |
3.400
Bid Size: 25,000 |
3.440
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
440.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM178B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
2.20 |
| Time value: |
1.54 |
| Break-even: |
477.40 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
2.19% |
| Delta: |
0.71 |
| Theta: |
-0.12 |
| Omega: |
8.75 |
| Rho: |
0.81 |
Quote data
| Open: |
3.610 |
| High: |
3.690 |
| Low: |
3.400 |
| Previous Close: |
3.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.59% |
| 1 Month |
|
|
+3.03% |
| 3 Months |
|
|
+51.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.740 |
2.970 |
| 1M High / 1M Low: |
3.930 |
2.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
