UBS Call 450 2FE 20.12.2024
/ DE000UM7KT97
UBS Call 450 2FE 20.12.2024/ DE000UM7KT97 /
08/11/2024 17:43:04 |
Chg.+0.070 |
Bid19:59:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
+14.29% |
- Bid Size: - |
- 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: |
72.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.26 |
Parity: |
-3.24 |
Time value: |
0.58 |
Break-even: |
455.80 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
1.18 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.25 |
Theta: |
-0.17 |
Omega: |
17.94 |
Rho: |
0.11 |
Quote data
Open: |
0.450 |
High: |
0.560 |
Low: |
0.430 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-68.54% |
1 Month |
|
|
-48.15% |
3 Months |
|
|
-40.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.760 |
0.380 |
1M High / 1M Low: |
2.460 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.956 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.725 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
373.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |