UBS Call 450 UNH 21.06.2024
/ CH1247512713
UBS Call 450 UNH 21.06.2024/ CH1247512713 /
| 2024-05-17 9:40:49 AM |
Chg.-0.810 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.050EUR |
-11.81% |
-
Bid Size: - |
-
Ask Size: - |
UNITEDHEALTH GROUP D... |
450.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL1X2L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
UNITEDHEALTH GROUP DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-06 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
2.27 |
| Historic volatility: |
0.20 |
| Parity: |
1.44 |
| Time value: |
4.62 |
| Break-even: |
510.60 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
0.60 |
| Theta: |
-4.38 |
| Omega: |
4.61 |
| Rho: |
0.04 |
Quote data
| Open: |
6.060 |
| High: |
6.090 |
| Low: |
6.030 |
| Previous Close: |
6.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-11.81% |
| 3 Months |
|
|
+22.72% |
| YTD |
|
|
-21.02% |
| 1 Year |
|
|
+8.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.860 |
6.050 |
| 6M High / 6M Low: |
10.060 |
1.640 |
| High (YTD): |
2024-01-04 |
10.060 |
| Low (YTD): |
2024-04-12 |
1.640 |
| 52W High: |
2023-11-30 |
11.040 |
| 52W Low: |
2024-04-12 |
1.640 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.983 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
7.324 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
177.61% |
| Volatility 1Y: |
|
144.25% |
| Volatility 3Y: |
|
- |
