UBS Call 420 2FE 20.12.2024
/ CH1329471044
UBS Call 420 2FE 20.12.2024/ CH1329471044 /
| 02/09/2024 21:51:20 |
Chg.-0.110 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.700EUR |
-2.29% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
420.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.15 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
2.56 |
| Time value: |
2.14 |
| Break-even: |
467.00 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
-0.12 |
| Spread %: |
-2.49% |
| Delta: |
0.69 |
| Theta: |
-0.15 |
| Omega: |
6.53 |
| Rho: |
0.78 |
Quote data
| Open: |
4.840 |
| High: |
4.870 |
| Low: |
4.450 |
| Previous Close: |
4.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.39% |
| 1 Month |
|
|
+115.60% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.810 |
3.550 |
| 1M High / 1M Low: |
4.810 |
1.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.841 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
