UBS Call 425 2FE 20.12.2024
/ CH1329471051
UBS Call 425 2FE 20.12.2024/ CH1329471051 /
| 2024-07-16 11:03:54 AM |
Chg.-0.070 |
Bid11:03:54 AM |
Ask11:03:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
-3.78% |
1.780
Bid Size: 2,500 |
1.830
Ask Size: 2,500 |
FERRARI N.V. |
425.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM27S0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
425.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-2.96 |
| Time value: |
2.00 |
| Break-even: |
445.00 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.15 |
| Spread %: |
8.11% |
| Delta: |
0.42 |
| Theta: |
-0.11 |
| Omega: |
8.23 |
| Rho: |
0.62 |
Quote data
| Open: |
1.810 |
| High: |
1.820 |
| Low: |
1.610 |
| Previous Close: |
1.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.64% |
| 1 Month |
|
|
+13.38% |
| 3 Months |
|
|
-19.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.250 |
1.850 |
| 1M High / 1M Low: |
2.250 |
1.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.878 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
