UBS Call 445 DPZ 20.12.2024
/ DE000UM5R6S2
UBS Call 445 DPZ 20.12.2024/ DE000UM5R6S2 /
| 2024-10-16 1:42:57 PM |
Chg.-0.010 |
Bid6:03:46 PM |
Ask6:03:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
0.730
Bid Size: 5,000 |
1.660
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: |
23.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
-5.24 |
| Time value: |
1.64 |
| Break-even: |
461.40 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.93 |
| Spread %: |
130.99% |
| Delta: |
0.33 |
| Theta: |
-0.25 |
| Omega: |
7.87 |
| Rho: |
0.20 |
Quote data
| Open: |
0.243 |
| High: |
0.260 |
| Low: |
0.243 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.21% |
| 1 Month |
|
|
+22.07% |
| 3 Months |
|
|
-94.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.001 |
| 1M High / 1M Low: |
1.690 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.658 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148,014.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
