UBS Call 470 MUV2 20.09.2024
/ CH1329491067
UBS Call 470 MUV2 20.09.2024/ CH1329491067 /
| 2024-06-10 7:35:52 PM |
Chg.-0.110 |
Bid9:54:57 PM |
Ask9:54:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
-5.82% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
470.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM2Y6Y |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-0.80 |
| Time value: |
1.91 |
| Break-even: |
489.10 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.08 |
| Spread %: |
4.37% |
| Delta: |
0.50 |
| Theta: |
-0.12 |
| Omega: |
12.04 |
| Rho: |
0.59 |
Quote data
| Open: |
1.790 |
| High: |
1.870 |
| Low: |
1.670 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.95% |
| 1 Month |
|
|
+6.59% |
| 3 Months |
|
|
+57.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.400 |
| 1M High / 1M Low: |
2.080 |
1.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.720 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
