UBS Call 460 2FE 20.12.2024
/ DE000UP1KGT0
UBS Call 460 2FE 20.12.2024/ DE000UP1KGT0 /
| 08/11/2024 10:47:17 |
Chg.+0.020 |
Bid15:14:09 |
Ask15:14:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+7.41% |
0.330
Bid Size: 2,000 |
0.380
Ask Size: 2,000 |
FERRARI N.V. |
460.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UP1KGT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
28/08/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
87.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
-4.23 |
| Time value: |
0.48 |
| Break-even: |
464.80 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.15 |
| Spread %: |
45.45% |
| Delta: |
0.20 |
| Theta: |
-0.16 |
| Omega: |
17.75 |
| Rho: |
0.09 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-80.27% |
| 1 Month |
|
|
-62.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
0.270 |
| 1M High / 1M Low: |
2.080 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.837 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.362 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
344.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
