UBS Call 430 MUV2 20.12.2024
/ CH1319931130
UBS Call 430 MUV2 20.12.2024/ CH1319931130 /
| 2024-05-21 3:48:51 PM |
Chg.+0.190 |
Bid3:57:55 PM |
Ask3:57:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.410EUR |
+3.64% |
5.400
Bid Size: 25,000 |
5.440
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
430.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2DSJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.67 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
2.82 |
| Time value: |
2.48 |
| Break-even: |
483.00 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
1.53% |
| Delta: |
0.72 |
| Theta: |
-0.09 |
| Omega: |
6.21 |
| Rho: |
1.61 |
Quote data
| Open: |
5.260 |
| High: |
5.450 |
| Low: |
5.250 |
| Previous Close: |
5.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.40% |
| 1 Month |
|
|
+147.03% |
| 3 Months |
|
|
+126.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.320 |
4.360 |
| 1M High / 1M Low: |
5.320 |
1.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
