UBS Call 425 2FE 20.12.2024
/ CH1329471051
UBS Call 425 2FE 20.12.2024/ CH1329471051 /
| 9/17/2024 1:40:09 PM |
Chg.+0.170 |
Bid1:40:09 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.630EUR |
+6.91% |
2.630
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
425.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-0.75 |
| Time value: |
2.81 |
| Break-even: |
453.10 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.35 |
| Spread %: |
14.23% |
| Delta: |
0.52 |
| Theta: |
-0.18 |
| Omega: |
7.66 |
| Rho: |
0.48 |
Quote data
| Open: |
2.740 |
| High: |
2.810 |
| Low: |
2.580 |
| Previous Close: |
2.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.39% |
| 1 Month |
|
|
-1.50% |
| 3 Months |
|
|
+32.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.310 |
2.460 |
| 1M High / 1M Low: |
4.470 |
2.460 |
| 6M High / 6M Low: |
4.470 |
1.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.195 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.71% |
| Volatility 6M: |
|
171.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
