UBS Call 450 MUV2 20.09.2024
/ CH1326165458
UBS Call 450 MUV2 20.09.2024/ CH1326165458 /
| 5/31/2024 9:54:35 PM |
Chg.+0.270 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.900EUR |
+10.27% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
450.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.79 |
| Time value: |
2.19 |
| Break-even: |
479.80 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.08 |
| Spread %: |
2.76% |
| Delta: |
0.61 |
| Theta: |
-0.13 |
| Omega: |
9.44 |
| Rho: |
0.77 |
Quote data
| Open: |
2.610 |
| High: |
3.130 |
| Low: |
2.590 |
| Previous Close: |
2.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.52% |
| 1 Month |
|
|
+249.40% |
| 3 Months |
|
|
+113.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.240 |
2.630 |
| 1M High / 1M Low: |
3.240 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
