UBS Call 445 DPZ 20.12.2024
/ DE000UM5R6S2
UBS Call 445 DPZ 20.12.2024/ DE000UM5R6S2 /
| 2024-11-12 8:30:16 AM |
Chg.-0.89 |
Bid9:26:48 PM |
Ask9:26:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.75EUR |
-54.27% |
0.93
Bid Size: 5,000 |
1.86
Ask Size: 5,000 |
Dominos Pizza Inc |
445.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM5R6S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
445.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.26 |
| Parity: |
-2.59 |
| Time value: |
2.15 |
| Break-even: |
466.50 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
0.93 |
| Spread %: |
76.23% |
| Delta: |
0.42 |
| Theta: |
-0.42 |
| Omega: |
8.14 |
| Rho: |
0.16 |
Quote data
| Open: |
0.75 |
| High: |
0.75 |
| Low: |
0.75 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.02% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
-62.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
0.52 |
| 1M High / 1M Low: |
1.64 |
0.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42,387.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
