UBS Call 11.5 FMC1 17.01.2025/  DE000UM6B8L0  /

EUWAX
8/15/2024  8:59:08 AM Chg.0.000 Bid10:05:55 AM Ask10:05:55 AM Underlying Strike price Expiration date Option type
0.270EUR 0.00% 0.320
Bid Size: 5,000
0.620
Ask Size: 5,000
FORD MOTOR D... 11.50 - 1/17/2025 Call
 

Master data

WKN: UM6B8L
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FORD MOTOR DL-,01
Type: Warrant
Option type: Call
Strike price: 11.50 -
Maturity: 1/17/2025
Issue date: 6/3/2024
Last trading day: 1/16/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 17.44
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.33
Parity: -2.26
Time value: 0.53
Break-even: 12.03
Moneyness: 0.80
Premium: 0.30
Premium p.a.: 0.86
Spread abs.: 0.10
Spread %: 23.26%
Delta: 0.32
Theta: 0.00
Omega: 5.59
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.08%
1 Month
  -89.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.200
1M High / 1M Low: 3.010 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.273
Avg. volume 1W:   0.000
Avg. price 1M:   1.246
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   348.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -