UBS Call 440 DPZ 20.09.2024
/ DE000UM5E0N1
UBS Call 440 DPZ 20.09.2024/ DE000UM5E0N1 /
| 7/17/2024 7:26:36 PM |
Chg.+0.110 |
Bid9:56:42 PM |
Ask9:56:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.320EUR |
+2.61% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
440.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UM5E0N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.22 |
| Parity: |
0.93 |
| Time value: |
5.01 |
| Break-even: |
499.40 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.93 |
| Spread %: |
18.56% |
| Delta: |
0.60 |
| Theta: |
-0.42 |
| Omega: |
4.50 |
| Rho: |
0.37 |
Quote data
| Open: |
4.540 |
| High: |
4.830 |
| Low: |
4.170 |
| Previous Close: |
4.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
-54.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.850 |
3.500 |
| 1M High / 1M Low: |
9.630 |
3.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
