UBS Call 470 2FE 20.12.2024
/ DE000UP1KH41
UBS Call 470 2FE 20.12.2024/ DE000UP1KH41 /
| 2024-11-08 10:47:18 AM |
Chg.+0.011 |
Bid2:20:34 PM |
Ask2:20:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.193EUR |
+6.04% |
0.200
Bid Size: 2,000 |
0.250
Ask Size: 2,000 |
FERRARI N.V. |
470.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UP1KH4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
116.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-5.23 |
| Time value: |
0.36 |
| Break-even: |
473.60 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
1.98 |
| Spread abs.: |
0.15 |
| Spread %: |
73.08% |
| Delta: |
0.16 |
| Theta: |
-0.14 |
| Omega: |
18.41 |
| Rho: |
0.07 |
Quote data
| Open: |
0.193 |
| High: |
0.193 |
| Low: |
0.193 |
| Previous Close: |
0.182 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-82.77% |
| 1 Month |
|
|
-66.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.182 |
| 1M High / 1M Low: |
1.640 |
0.182 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
365.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
