UBS Knock-Out DHER/ DE000UM2FJ67 /
| 01/08/2024 19:20:13 | Chg.+0.030 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.150EUR | +2.68% | - Bid Size: - |
- Ask Size: - |
DELIVERY HERO SE NA ... | 9.5668 EUR | 31/12/2078 | Call |
Master data
| Issuer: | UBS AG, LONDON BRANCH |
|---|---|
| WKN: | UM2FJ6 |
| Currency: | EUR |
| Underlying: | DELIVERY HERO SE NA O.N. |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 9.5668 EUR |
| Maturity: | Endless |
| Issue date: | 06/02/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 1.81 |
| Knock-out: | 9.5668 |
| Knock-out violated on: | - |
| Distance to knock-out: | 11.0955 |
| Distance to knock-out %: | 53.71% |
| Distance to strike price: | 11.0955 |
| Distance to strike price %: | 53.71% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.02 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.02 |
| Spread %: | 1.79% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.080 |
|---|---|
| High: | 1.210 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.00% | ||
|---|---|---|---|
| 1 Month | -2.54% | ||
| 3 Months | -36.11% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.150 | 1.000 |
|---|---|---|
| 1M High / 1M Low: | 1.270 | 0.900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.068 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.082 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 107.74% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
