UBS Call 425 2FE 20.12.2024
/ CH1329471051
UBS Call 425 2FE 20.12.2024/ CH1329471051 /
2024-08-14 7:01:07 PM |
Chg.+0.610 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.280EUR |
+36.53% |
- Bid Size: - |
- Ask Size: - |
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: |
23.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-3.92 |
Time value: |
1.66 |
Break-even: |
441.60 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.36 |
Theta: |
-0.12 |
Omega: |
8.48 |
Rho: |
0.44 |
Quote data
Open: |
1.700 |
High: |
2.290 |
Low: |
1.680 |
Previous Close: |
1.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+56.16% |
1 Month |
|
|
+6.54% |
3 Months |
|
|
+21.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.670 |
1.460 |
1M High / 1M Low: |
2.000 |
1.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.536 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.578 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |