UBS Call 440 UNH 21.06.2024
/ DE000UM3PRM0
UBS Call 440 UNH 21.06.2024/ DE000UM3PRM0 /
| 2024-05-17 9:41:17 AM |
Chg.-0.810 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.960EUR |
-10.42% |
-
Bid Size: - |
-
Ask Size: - |
UNITEDHEALTH GROUP D... |
440.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM3PRM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
UNITEDHEALTH GROUP DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.20 |
| Parity: |
2.85 |
| Time value: |
4.11 |
| Break-even: |
509.60 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
2.41 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.64 |
| Theta: |
-1.06 |
| Omega: |
4.33 |
| Rho: |
0.16 |
Quote data
| Open: |
6.970 |
| High: |
6.990 |
| Low: |
6.940 |
| Previous Close: |
7.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+22.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.770 |
4.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
