UBS Call 372 DPZ 17.01.2025/  DE000UP1FQR3  /

EUWAX
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:   -