UBS Call 245 ADP 20.12.2024
/ DE000UM8G977
UBS Call 245 ADP 20.12.2024/ DE000UM8G977 /
| 2024-11-12 9:56:41 PM |
Chg.+0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.020EUR |
+2.38% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
245.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM8G97 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.87 |
| Intrinsic value: |
5.79 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.14 |
| Parity: |
5.79 |
| Time value: |
0.13 |
| Break-even: |
288.96 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
0.68% |
| Delta: |
0.97 |
| Theta: |
-0.06 |
| Omega: |
4.69 |
| Rho: |
0.23 |
Quote data
| Open: |
5.840 |
| High: |
6.140 |
| Low: |
5.800 |
| Previous Close: |
5.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.07% |
| 1 Month |
|
|
+40.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.880 |
4.360 |
| 1M High / 1M Low: |
5.880 |
4.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.649 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
