UBS Call 420 2FE 20.12.2024
/ CH1329471044
UBS Call 420 2FE 20.12.2024/ CH1329471044 /
| 2024-06-21 9:54:39 PM |
Chg.-0.270 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-11.84% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
420.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2ZXR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-3.51 |
| Time value: |
2.16 |
| Break-even: |
441.60 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.15 |
| Spread %: |
7.46% |
| Delta: |
0.41 |
| Theta: |
-0.10 |
| Omega: |
7.35 |
| Rho: |
0.68 |
Quote data
| Open: |
2.250 |
| High: |
2.260 |
| Low: |
1.950 |
| Previous Close: |
2.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.19% |
| 1 Month |
|
|
-3.83% |
| 3 Months |
|
|
-35.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
1.960 |
| 1M High / 1M Low: |
2.430 |
1.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.990 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
