UBS Call 11.5 FMC1 20.12.2024
/ DE000UM55905
UBS Call 11.5 FMC1 20.12.2024/ DE000UM55905 /
13/09/2024 09:04:50 |
Chg.+0.040 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
+11.43% |
- Bid Size: - |
- Ask Size: - |
FORD MOTOR D... |
11.50 - |
20/12/2024 |
Call |
Master data
WKN: |
UM5590 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FORD MOTOR DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.50 - |
Maturity: |
20/12/2024 |
Issue date: |
03/06/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.34 |
Parity: |
-1.85 |
Time value: |
0.46 |
Break-even: |
11.96 |
Moneyness: |
0.84 |
Premium: |
0.24 |
Premium p.a.: |
1.24 |
Spread abs.: |
0.02 |
Spread %: |
4.55% |
Delta: |
0.31 |
Theta: |
0.00 |
Omega: |
6.60 |
Rho: |
0.01 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.33% |
1 Month |
|
|
+106.35% |
3 Months |
|
|
-66.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.300 |
1M High / 1M Low: |
0.700 |
0.189 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.380 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.467 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
359.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |