UBS Call 11.5 FMC1 17.01.2025/  DE000UM6B8L0  /

EUWAX
2024-07-31  8:58:01 AM Chg.-0.030 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
0.530EUR -5.36% -
Bid Size: -
-
Ask Size: -
FORD MOTOR D... 11.50 - 2025-01-17 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: 2025-01-17
Issue date: 2024-06-03
Last trading day: 2025-01-16
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 13.19
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.34
Parity: -1.48
Time value: 0.76
Break-even: 12.26
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.54
Spread abs.: 0.10
Spread %: 15.15%
Delta: 0.41
Theta: 0.00
Omega: 5.35
Rho: 0.02
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.96%
1 Month
  -61.59%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.300 0.560
1M High / 1M Low: 3.010 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.120
Avg. volume 1W:   0.000
Avg. price 1M:   1.929
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -