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UBS Call 440 UNH 20.12.2024/  CH1255649829  /

Frankfurt Zert./UBS
2024-06-20  4:21:09 PM Chg.+0.060 Bid4:43:34 PM Ask4:43:34 PM Underlying Strike price Expiration date Option type
6.130EUR +0.99% 5.990
Bid Size: 2,000		 6.180
Ask Size: 2,000		 UNITEDHEALTH GROUP D... 440.00 - 2024-12-20 Call
 

Master data

WKN: UL28VP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2024-12-20
Issue date: 2023-03-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.25
Leverage: Yes

Calculated values

Fair value: 3.27
Intrinsic value: 0.76
Implied volatility: 0.43
Historic volatility: 0.19
Parity: 0.76
Time value: 5.41
Break-even: 501.70
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.26
Spread abs.: 0.19
Spread %: 3.18%
Delta: 0.61
Theta: -0.17
Omega: 4.39
Rho: 1.05
 

Quote data

Open: 5.200
High: 6.130
Low: 5.150
Previous Close: 6.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.40%
1 Month
  -32.56%
3 Months
  -16.60%
YTD
  -37.96%
1 Year
  -23.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.090 0.001
1M High / 1M Low: 9.320 0.001
6M High / 6M Low: 11.570 0.001
High (YTD): 2024-01-11 11.570
Low (YTD): 2024-06-17 0.001
52W High: 2023-12-06 13.200
52W Low: 2024-06-17 0.001
Avg. price 1W:   4.888
Avg. volume 1W:   0.000
Avg. price 1M:   6.919
Avg. volume 1M:   0.000
Avg. price 6M:   7.962
Avg. volume 6M:   0.000
Avg. price 1Y:   9.172
Avg. volume 1Y:   0.000
Volatility 1M:   2,153,751.23%
Volatility 6M:   885,995.60%
Volatility 1Y:   625,291.69%
Volatility 3Y:   -