UBS Call 420 2FE 20.12.2024
/ CH1329471044
UBS Call 420 2FE 20.12.2024/ CH1329471044 /
8/30/2024 9:54:02 AM |
Chg.+0.36 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.70EUR |
+8.29% |
- Bid Size: - |
- 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: |
9.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.18 |
Intrinsic value: |
2.56 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
2.56 |
Time value: |
2.25 |
Break-even: |
468.10 |
Moneyness: |
1.06 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.68 |
Theta: |
-0.15 |
Omega: |
6.34 |
Rho: |
0.78 |
Quote data
Open: |
4.70 |
High: |
4.70 |
Low: |
4.70 |
Previous Close: |
4.34 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.07% |
1 Month |
|
|
+230.99% |
3 Months |
|
|
+161.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.70 |
3.63 |
1M High / 1M Low: |
4.70 |
1.42 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.77 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |