UBS Call 500 LOR 20.12.2024
/ DE000UM5NFU8
UBS Call 500 LOR 20.12.2024/ DE000UM5NFU8 /
| 30/07/2024 10:40:00 |
Chg.+0.021 |
Bid10:40:00 |
Ask10:40:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
+2100.00% |
0.022
Bid Size: 50,000 |
0.028
Ask Size: 50,000 |
L OREAL INH. E... |
500.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM5NFU |
| 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: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
59.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
-1.07 |
| Time value: |
0.07 |
| Break-even: |
506.60 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.07 |
| Spread %: |
6,500.00% |
| Delta: |
0.16 |
| Theta: |
-0.08 |
| Omega: |
9.81 |
| Rho: |
0.23 |
Quote data
| Open: |
0.011 |
| High: |
0.023 |
| Low: |
0.011 |
| Previous Close: |
0.001 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
-52.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.001 |
| 1M High / 1M Low: |
0.040 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
728.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
