UBS Call 380 MUV2 20.12.2024
/ CH1319925371
UBS Call 380 MUV2 20.12.2024/ CH1319925371 /
| 2024-05-08 1:51:59 PM |
Chg.+1.000 |
Bid2:34:21 PM |
Ask2:34:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.940EUR |
+16.84% |
6.850
Bid Size: 25,000 |
6.890
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
380.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2BMD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.42 |
| Intrinsic value: |
4.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
4.00 |
| Time value: |
1.97 |
| Break-even: |
439.70 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
1.36% |
| Delta: |
0.78 |
| Theta: |
-0.08 |
| Omega: |
5.48 |
| Rho: |
1.66 |
Quote data
| Open: |
6.340 |
| High: |
6.940 |
| Low: |
6.300 |
| Previous Close: |
5.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.04% |
| 1 Month |
|
|
+20.07% |
| 3 Months |
|
|
+59.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.940 |
4.590 |
| 1M High / 1M Low: |
6.140 |
4.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
