UBS Call 372 DPZ 17.01.2025
/ DE000UP1FQR3
UBS Call 372 DPZ 17.01.2025/ DE000UP1FQR3 /
2024-12-20 8:26:09 AM |
Chg.-0.50 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.19EUR |
-8.79% |
- Bid Size: - |
- Ask Size: - |
Dominos Pizza Inc |
372.00 - |
2025-01-17 |
Call |
Master data
WKN: |
UP1FQR |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Dominos Pizza Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
372.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2024-09-10 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.86 |
Intrinsic value: |
3.67 |
Implied volatility: |
0.84 |
Historic volatility: |
0.26 |
Parity: |
3.67 |
Time value: |
2.07 |
Break-even: |
429.40 |
Moneyness: |
1.10 |
Premium: |
0.05 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.46 |
Spread %: |
8.71% |
Delta: |
0.70 |
Theta: |
-0.62 |
Omega: |
5.01 |
Rho: |
0.17 |
Quote data
Open: |
5.19 |
High: |
5.19 |
Low: |
5.19 |
Previous Close: |
5.69 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-39.72% |
1 Month |
|
|
-21.72% |
3 Months |
|
|
+23.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.63 |
5.19 |
1M High / 1M Low: |
9.62 |
5.19 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |