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UBS Call 440 UNH 20.12.2024/  CH1255649829  /

UBS Investment Bank
2024-06-20  9:59:51 PM Chg.+0.390 Bid- Ask- Underlying Strike price Expiration date Option type
6.370EUR +6.52% -
Bid Size: -		 -
Ask Size: -		 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: 5.190
High: 6.460
Low: 5.140
Previous Close: 5.980
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.05%
1 Month
  -28.59%
3 Months
  -13.10%
YTD
  -35.53%
1 Year
  -21.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.170 5.980
1M High / 1M Low: 9.420 5.950
6M High / 6M Low: 12.250 4.240
High (YTD): 2024-01-04 12.250
Low (YTD): 2024-04-12 4.240
52W High: 2023-10-13 13.290
52W Low: 2024-04-12 4.240
Avg. price 1W:   6.500
Avg. volume 1W:   0.000
Avg. price 1M:   7.335
Avg. volume 1M:   0.000
Avg. price 6M:   8.234
Avg. volume 6M:   0.000
Avg. price 1Y:   9.462
Avg. volume 1Y:   0.000
Volatility 1M:   132.46%
Volatility 6M:   114.63%
Volatility 1Y:   98.46%
Volatility 3Y:   -