UBS Call 420 2FE 20.12.2024
/ CH1329471044
UBS Call 420 2FE 20.12.2024/ CH1329471044 /
| 8/2/2024 7:30:47 PM |
Chg.+0.400 |
Bid7:59:55 PM |
Ask7:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
+22.86% |
2.090
Bid Size: 750 |
2.240
Ask Size: 750 |
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: |
19.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-3.16 |
| Time value: |
1.95 |
| Break-even: |
439.50 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.15 |
| Spread %: |
8.33% |
| Delta: |
0.41 |
| Theta: |
-0.12 |
| Omega: |
8.08 |
| Rho: |
0.53 |
Quote data
| Open: |
1.890 |
| High: |
2.200 |
| Low: |
1.660 |
| Previous Close: |
1.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.54% |
| 1 Month |
|
|
+24.28% |
| 3 Months |
|
|
-4.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.480 |
| 1M High / 1M Low: |
2.490 |
1.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.897 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
