UBS Call 302 HDI 21.06.2024
/ CH1209964738
UBS Call 302 HDI 21.06.2024/ CH1209964738 /
| 2024-05-17 9:39:10 AM |
Chg.-0.160 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.720EUR |
-4.12% |
-
Bid Size: - |
-
Ask Size: - |
HOME DEPOT INC. D... |
302.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6MJM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
HOME DEPOT INC. DL-,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
302.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.18 |
| Parity: |
0.34 |
| Time value: |
3.39 |
| Break-even: |
339.30 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
2.76 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.58 |
| Theta: |
-0.61 |
| Omega: |
4.72 |
| Rho: |
0.11 |
Quote data
| Open: |
3.730 |
| High: |
3.740 |
| Low: |
3.720 |
| Previous Close: |
3.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.12% |
| 1 Month |
|
|
-2.87% |
| 3 Months |
|
|
-44.73% |
| YTD |
|
|
-25.90% |
| 1 Year |
|
|
+22.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.880 |
3.720 |
| 1M High / 1M Low: |
4.410 |
3.210 |
| 6M High / 6M Low: |
8.970 |
2.430 |
| High (YTD): |
2024-03-21 |
8.970 |
| Low (YTD): |
2024-04-25 |
3.210 |
| 52W High: |
2024-03-21 |
8.970 |
| 52W Low: |
2023-10-27 |
1.410 |
| Avg. price 1W: |
|
3.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.754 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.319 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.261 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
166.14% |
| Volatility 6M: |
|
110.52% |
| Volatility 1Y: |
|
113.00% |
| Volatility 3Y: |
|
- |
