UBS Call 450 2FE 20.12.2024
/ DE000UM7KT97
UBS Call 450 2FE 20.12.2024/ DE000UM7KT97 /
| 16/07/2024 10:21:16 |
Chg.-0.26 |
Bid12:22:52 |
Ask12:22:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-20.00% |
1.14
Bid Size: 2,500 |
1.19
Ask Size: 2,500 |
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: |
31.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-5.46 |
| Time value: |
1.27 |
| Break-even: |
462.70 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.15 |
| Spread %: |
13.39% |
| Delta: |
0.30 |
| Theta: |
-0.09 |
| Omega: |
9.36 |
| Rho: |
0.46 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.46% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.26 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
