UBS Call 450 DPZ 20.12.2024
/ DE000UM5R6T0
UBS Call 450 DPZ 20.12.2024/ DE000UM5R6T0 /
| 16/10/2024 20:51:53 |
Chg.+0.030 |
Bid20:51:53 |
Ask20:51:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+5.45% |
0.580
Bid Size: 5,000 |
1.510
Ask Size: 5,000 |
Dominos Pizza Inc |
450.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM5R6T |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
-5.74 |
| Time value: |
1.48 |
| Break-even: |
464.80 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
1.58 |
| Spread abs.: |
0.93 |
| Spread %: |
169.09% |
| Delta: |
0.31 |
| Theta: |
-0.24 |
| Omega: |
8.15 |
| Rho: |
0.19 |
Quote data
| Open: |
0.089 |
| High: |
0.660 |
| Low: |
0.063 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.12% |
| 1 Month |
|
|
-23.68% |
| 3 Months |
|
|
-89.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.120 |
| 1M High / 1M Low: |
1.570 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.926 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,840.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
