UBS Call 15.5 F 19.12.2025
/ DE000UM769Q7
UBS Call 15.5 F 19.12.2025/ DE000UM769Q7 /
| 13/11/2024 11:20:49 |
Chg.-0.070 |
Bid13/11/2024 |
Ask13/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-17.95% |
0.320
Bid Size: 5,000 |
0.600
Ask Size: 5,000 |
Ford Motor Company |
15.50 USD |
19/12/2025 |
Call |
Master data
| WKN: |
UM769Q |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
19/07/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.34 |
| Parity: |
-4.14 |
| Time value: |
0.51 |
| Break-even: |
15.11 |
| Moneyness: |
0.72 |
| Premium: |
0.45 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.09 |
| Spread %: |
21.43% |
| Delta: |
0.26 |
| Theta: |
0.00 |
| Omega: |
5.37 |
| Rho: |
0.02 |
Quote data
| Open: |
0.270 |
| High: |
0.320 |
| Low: |
0.270 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-23.81% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.390 |
| 1M High / 1M Low: |
0.540 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
