UBS Call 465 DPZ 20.09.2024
/ DE000UM5FUT5
UBS Call 465 DPZ 20.09.2024/ DE000UM5FUT5 /
| 17/07/2024 21:36:24 |
Chg.-0.660 |
Bid21:36:24 |
Ask21:36:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.620EUR |
-20.12% |
2.620
Bid Size: 5,000 |
3.550
Ask Size: 5,000 |
Dominos Pizza Inc |
465.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM5FUT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
465.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.22 |
| Parity: |
-1.57 |
| Time value: |
4.21 |
| Break-even: |
507.10 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.93 |
| Spread %: |
28.35% |
| Delta: |
0.51 |
| Theta: |
-0.38 |
| Omega: |
5.45 |
| Rho: |
0.33 |
Quote data
| Open: |
2.880 |
| High: |
3.250 |
| Low: |
2.560 |
| Previous Close: |
3.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.68% |
| 1 Month |
|
|
-65.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.580 |
2.440 |
| 1M High / 1M Low: |
7.630 |
2.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
