UBS Call 450 2FE 20.12.2024/  DE000UM7KT97  /

Frankfurt Zert./UBS
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:   -