UBS Call 500 LOR 19.12.2025/  DE000UM5WA96  /

UBS Investment Bank
2024-07-30  12:02:34 PM Chg.+0.030 Bid12:02:34 PM Ask12:02:34 PM Underlying Strike price Expiration date Option type
0.116EUR +34.88% 0.116
Bid Size: 50,000
0.121
Ask Size: 50,000
L OREAL INH. E... 500.00 EUR 2025-12-19 Call
 

Master data

WKN: UM5WA9
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 500.00 EUR
Maturity: 2025-12-19
Issue date: 2024-05-16
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 23.65
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -1.07
Time value: 0.17
Break-even: 516.60
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.22
Spread abs.: 0.08
Spread %: 93.02%
Delta: 0.29
Theta: -0.05
Omega: 6.74
Rho: 1.32
 

Quote data

Open: 0.111
High: 0.121
Low: 0.108
Previous Close: 0.086
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.12%
1 Month
  -24.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.132 0.086
1M High / 1M Low: 0.182 0.086
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -