UBS Call 450 2FE 20.12.2024
/ DE000UM7KT97
UBS Call 450 2FE 20.12.2024/ DE000UM7KT97 /
| 18/10/2024 10:32:54 |
Chg.+0.11 |
Bid10:55:28 |
Ask10:55:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+5.42% |
2.13
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
450.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM7KT9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
26/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.56 |
| Time value: |
2.03 |
| Break-even: |
470.30 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
-0.09 |
| Spread %: |
-4.25% |
| Delta: |
0.50 |
| Theta: |
-0.19 |
| Omega: |
10.98 |
| Rho: |
0.35 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.70% |
| 1 Month |
|
|
+56.20% |
| 3 Months |
|
|
+111.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.42 |
| 1M High / 1M Low: |
2.03 |
0.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
