UBS Call 388 DPZ 17.01.2025
/ DE000UM7ZPR3
UBS Call 388 DPZ 17.01.2025/ DE000UM7ZPR3 /
| 2024-12-20 9:56:43 PM |
Chg.-0.190 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.900EUR |
-4.65% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
388.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UM7ZPR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
388.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-07-24 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
3.66 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
3.66 |
| Time value: |
0.70 |
| Break-even: |
415.64 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.46 |
| Spread %: |
11.79% |
| Delta: |
0.80 |
| Theta: |
-0.29 |
| Omega: |
7.46 |
| Rho: |
0.21 |
Quote data
| Open: |
3.860 |
| High: |
4.410 |
| Low: |
3.480 |
| Previous Close: |
4.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.35% |
| 1 Month |
|
|
-38.29% |
| 3 Months |
|
|
+1.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.830 |
3.900 |
| 1M High / 1M Low: |
8.040 |
3.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.592 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
