UBS Call 490 2FE 20.12.2024
/ DE000UP1AJW9
UBS Call 490 2FE 20.12.2024/ DE000UP1AJW9 /
| 10/8/2024 10:18:31 AM |
Chg.+0.020 |
Bid6:15:44 PM |
Ask6:15:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+6.90% |
0.380
Bid Size: 1,000 |
0.480
Ask Size: 1,000 |
FERRARI N.V. |
490.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UP1AJW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/28/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
99.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-8.10 |
| Time value: |
0.41 |
| Break-even: |
494.10 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.15 |
| Spread %: |
57.69% |
| Delta: |
0.14 |
| Theta: |
-0.10 |
| Omega: |
13.93 |
| Rho: |
0.11 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.22% |
| 1 Month |
|
|
-61.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.290 |
| 1M High / 1M Low: |
0.820 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
