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UBS Call 470 UNH 21.06.2024/  CH1244017203  /

EUWAX
31/05/2024  11:23:57 Chg.- Bid13:06:17 Ask13:06:17 Underlying Strike price Expiration date Option type
0.770EUR - 1.750
Bid Size: 1,000		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 470.00 - 21/06/2024 Call
 

Master data

WKN: UL2KSZ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 470.00 -
Maturity: 21/06/2024
Issue date: 19/01/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.60
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.20
Parity: -1.35
Time value: 2.75
Break-even: 497.50
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 4.73
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.48
Theta: -0.94
Omega: 7.90
Rho: 0.09
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 1.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -72.89%
1 Month
  -65.93%
3 Months
  -76.38%
YTD
  -87.62%
1 Year
  -87.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.840 0.770
1M High / 1M Low: 4.560 0.770
6M High / 6M Low: 9.490 0.280
High (YTD): 04/01/2024 8.590
Low (YTD): 12/04/2024 0.280
52W High: 05/12/2023 9.490
52W Low: 12/04/2024 0.280
Avg. price 1W:   2.080
Avg. volume 1W:   0.000
Avg. price 1M:   3.100
Avg. volume 1M:   0.000
Avg. price 6M:   4.315
Avg. volume 6M:   0.000
Avg. price 1Y:   5.524
Avg. volume 1Y:   0.000
Volatility 1M:   290.06%
Volatility 6M:   390.68%
Volatility 1Y:   300.67%
Volatility 3Y:   -