UBS Call 420 2FE 20.12.2024
/ CH1329471044
UBS Call 420 2FE 20.12.2024/ CH1329471044 /
| 9/3/2024 7:30:24 PM |
Chg.-0.290 |
Bid7:59:32 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.420EUR |
-6.16% |
4.320
Bid Size: 500 |
-
Ask Size: - |
FERRARI N.V. |
420.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2ZXR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.24 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
2.71 |
| Time value: |
1.99 |
| Break-even: |
467.00 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-0.15 |
| Omega: |
6.66 |
| Rho: |
0.79 |
Quote data
| Open: |
4.730 |
| High: |
4.890 |
| Low: |
4.420 |
| Previous Close: |
4.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.74% |
| 1 Month |
|
|
+105.58% |
| 3 Months |
|
|
+161.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.710 |
4.140 |
| 1M High / 1M Low: |
4.710 |
1.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
