UBS Call 420 2FE 20.12.2024
/ CH1329471044
UBS Call 420 2FE 20.12.2024/ CH1329471044 /
| 2024-11-12 9:23:38 PM |
Chg.-0.660 |
Bid9:23:38 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-37.29% |
1.110
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
420.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.26 |
| Parity: |
0.60 |
| Time value: |
1.17 |
| Break-even: |
437.70 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.60 |
| Theta: |
-0.20 |
| Omega: |
14.45 |
| Rho: |
0.25 |
Quote data
| Open: |
1.690 |
| High: |
1.710 |
| Low: |
1.100 |
| Previous Close: |
1.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.78% |
| 1 Month |
|
|
-61.72% |
| 3 Months |
|
|
-33.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.510 |
1.170 |
| 1M High / 1M Low: |
4.470 |
1.170 |
| 6M High / 6M Low: |
4.810 |
1.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.542 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.55% |
| Volatility 6M: |
|
206.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
