UBS Call 11.5 FMC1 17.01.2025
/ DE000UM6B8L0
UBS Call 11.5 FMC1 17.01.2025/ DE000UM6B8L0 /
| 16/07/2024 08:58:38 |
Chg.+0.16 |
Bid17:02:10 |
Ask17:02:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
+6.25% |
2.92
Bid Size: 7,500 |
3.02
Ask Size: 7,500 |
FORD MOTOR D... |
11.50 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
03/06/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.29 |
| Parity: |
1.56 |
| Time value: |
1.40 |
| Break-even: |
14.46 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.10 |
| Spread %: |
3.50% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
3.14 |
| Rho: |
0.03 |
Quote data
| Open: |
2.72 |
| High: |
2.72 |
| Low: |
2.72 |
| Previous Close: |
2.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.96% |
| 1 Month |
|
|
+117.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
1.73 |
| 1M High / 1M Low: |
2.56 |
1.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
