UBS Call 11 FMC1 20.12.2024
/ DE000UM6M8K9
UBS Call 11 FMC1 20.12.2024/ DE000UM6M8K9 /
| 02/09/2024 08:58:26 |
Chg.-0.030 |
Bid14:14:26 |
Ask14:14:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-3.57% |
0.740
Bid Size: 5,000 |
0.790
Ask Size: 5,000 |
FORD MOTOR D... |
11.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM6M8K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FORD MOTOR DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
03/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.34 |
| Parity: |
-0.87 |
| Time value: |
0.88 |
| Break-even: |
11.88 |
| Moneyness: |
0.92 |
| Premium: |
0.17 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
5.30 |
| Rho: |
0.01 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.96% |
| 1 Month |
|
|
+65.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.770 |
| 1M High / 1M Low: |
0.920 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
