UBS Call 290 ADP 20.12.2024
/ DE000UM7ZX78
UBS Call 290 ADP 20.12.2024/ DE000UM7ZX78 /
| 2024-11-07 7:11:06 PM |
Chg.-0.100 |
Bid7:38:41 PM |
Ask7:38:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
-5.38% |
1.770
Bid Size: 2,500 |
1.820
Ask Size: 2,500 |
Automatic Data Proce... |
290.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM7ZX7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 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: |
15.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
1.41 |
| Time value: |
0.45 |
| Break-even: |
288.82 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
2.76% |
| Delta: |
0.76 |
| Theta: |
-0.10 |
| Omega: |
11.61 |
| Rho: |
0.23 |
Quote data
| Open: |
1.730 |
| High: |
1.800 |
| Low: |
1.630 |
| Previous Close: |
1.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.78% |
| 1 Month |
|
|
+109.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
0.780 |
| 1M High / 1M Low: |
1.860 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
