UBS Call 450 2FE 20.12.2024
/ DE000UM7KT97
UBS Call 450 2FE 20.12.2024/ DE000UM7KT97 /
| 12/08/2024 21:26:25 |
Chg.+0.010 |
Bid21:26:25 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+1.14% |
0.890
Bid Size: 750 |
-
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: |
43.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-6.54 |
| Time value: |
0.88 |
| Break-even: |
458.80 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.24 |
| Theta: |
-0.09 |
| Omega: |
10.36 |
| Rho: |
0.29 |
Quote data
| Open: |
0.900 |
| High: |
1.030 |
| Low: |
0.850 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.04% |
| 1 Month |
|
|
-33.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.870 |
| 1M High / 1M Low: |
1.330 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.958 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
