UBS Call 445 DPZ 20.09.2024
/ DE000UM5ES23
UBS Call 445 DPZ 20.09.2024/ DE000UM5ES23 /
| 12/07/2024 21:56:28 |
Chg.+1.340 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.970EUR |
+36.91% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
445.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM5ES2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
445.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.21 |
| Parity: |
-0.99 |
| Time value: |
4.56 |
| Break-even: |
490.60 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.93 |
| Spread %: |
25.62% |
| Delta: |
0.53 |
| Theta: |
-0.37 |
| Omega: |
5.09 |
| Rho: |
0.36 |
Quote data
| Open: |
3.250 |
| High: |
5.240 |
| Low: |
3.150 |
| Previous Close: |
3.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.33% |
| 1 Month |
|
|
-44.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.790 |
3.630 |
| 1M High / 1M Low: |
9.260 |
3.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
