UBS Call 485 2FE 20.12.2024/  DE000UP1JDP7  /

UBS Investment Bank
2024-10-04  9:50:16 PM Chg.-0.020 Bid- Ask- Underlying Strike price Expiration date Option type
0.320EUR -5.88% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 485.00 EUR 2024-12-20 Call
 

Master data

WKN: UP1JDP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 485.00 EUR
Maturity: 2024-12-20
Issue date: 2024-08-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 86.81
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -7.70
Time value: 0.47
Break-even: 489.70
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 1.40
Spread abs.: 0.15
Spread %: 46.88%
Delta: 0.15
Theta: -0.10
Omega: 13.46
Rho: 0.12
 

Quote data

Open: 0.340
High: 0.410
Low: 0.300
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.52%
1 Month
  -63.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.320
1M High / 1M Low: 0.940 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.627
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   276.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -