UBS Call 500 LOR 20.09.2024/  DE000UM5DZP7  /

UBS Investment Bank
2024-07-30  12:00:51 PM Chg.+0.003 Bid12:00:51 PM Ask12:00:51 PM Underlying Strike price Expiration date Option type
0.004EUR +300.00% 0.004
Bid Size: 50,000
0.020
Ask Size: 50,000
L OREAL INH. E... 500.00 EUR 2024-09-20 Call
 

Master data

WKN: UM5DZP
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: 2024-09-20
Issue date: 2024-05-16
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 83.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.19
Parity: -1.07
Time value: 0.05
Break-even: 504.70
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 4.83
Spread abs.: 0.05
Spread %: 4,600.00%
Delta: 0.13
Theta: -0.16
Omega: 11.06
Rho: 0.07
 

Quote data

Open: 0.001
High: 0.005
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+300.00%
1 Month
  -50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   3,234.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -