UBS Call 475 2FE 20.12.2024
/ DE000UP1KGS2
UBS Call 475 2FE 20.12.2024/ DE000UP1KGS2 /
| 2024-11-08 2:35:40 PM |
Chg.+0.001 |
Bid2:35:40 PM |
Ask2:35:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.165EUR |
+0.61% |
0.165
Bid Size: 2,000 |
0.215
Ask Size: 2,000 |
FERRARI N.V. |
475.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UP1KGS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
475.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
134.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-5.73 |
| Time value: |
0.31 |
| Break-even: |
478.10 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
2.23 |
| Spread abs.: |
0.15 |
| Spread %: |
89.02% |
| Delta: |
0.14 |
| Theta: |
-0.13 |
| Omega: |
18.77 |
| Rho: |
0.06 |
Quote data
| Open: |
0.149 |
| High: |
0.192 |
| Low: |
0.133 |
| Previous Close: |
0.164 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-81.03% |
| 1 Month |
|
|
-72.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.119 |
| 1M High / 1M Low: |
1.330 |
0.119 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.509 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.855 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
458.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
