UBS Call 450 MUV2 20.09.2024
/ CH1326165458
UBS Call 450 MUV2 20.09.2024/ CH1326165458 /
| 2024-05-17 8:53:19 AM |
Chg.+0.46 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
+21.30% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
450.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM2AQ6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.78 |
| Time value: |
2.24 |
| Break-even: |
480.20 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.08 |
| Spread %: |
2.72% |
| Delta: |
0.62 |
| Theta: |
-0.11 |
| Omega: |
9.38 |
| Rho: |
0.87 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.95% |
| 1 Month |
|
|
+263.89% |
| 3 Months |
|
|
+181.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
2.16 |
| 1M High / 1M Low: |
2.64 |
0.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
389.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
