UBS Call 405 DPZ 17.01.2025
/ DE000UM8DJK6
UBS Call 405 DPZ 17.01.2025/ DE000UM8DJK6 /
| 2024-12-20 9:56:50 PM |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.590EUR |
-5.13% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
405.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UM8DJK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 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: |
13.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.26 |
| Parity: |
2.03 |
| Time value: |
1.03 |
| Break-even: |
418.94 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.47 |
| Spread %: |
18.15% |
| Delta: |
0.70 |
| Theta: |
-0.32 |
| Omega: |
9.33 |
| Rho: |
0.19 |
Quote data
| Open: |
2.500 |
| High: |
3.010 |
| Low: |
2.180 |
| Previous Close: |
2.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.46% |
| 1 Month |
|
|
-46.93% |
| 3 Months |
|
|
-10.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.330 |
2.590 |
| 1M High / 1M Low: |
6.510 |
2.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
