UBS Call 450 MUV2 20.09.2024
/ CH1326165458
UBS Call 450 MUV2 20.09.2024/ CH1326165458 /
| 10/06/2024 18:00:07 |
Chg.-0.110 |
Bid18:00:07 |
Ask18:00:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
-3.70% |
2.860
Bid Size: 7,500 |
2.940
Ask Size: 7,500 |
MUENCH.RUECKVERS.VNA... |
450.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM2AQ6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
1.20 |
| Time value: |
1.85 |
| Break-even: |
480.50 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.08 |
| Spread %: |
2.69% |
| Delta: |
0.64 |
| Theta: |
-0.13 |
| Omega: |
9.77 |
| Rho: |
0.75 |
Quote data
| Open: |
2.940 |
| High: |
3.050 |
| Low: |
2.690 |
| Previous Close: |
2.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
+5.93% |
| 3 Months |
|
|
+58.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.980 |
2.390 |
| 1M High / 1M Low: |
3.240 |
2.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
