UBS Call 365 2FE 20.12.2024
/ CH1322928321
UBS Call 365 2FE 20.12.2024/ CH1322928321 /
| 2024-05-13 10:18:26 AM |
Chg.+0.190 |
Bid10:29:32 AM |
Ask10:29:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.440EUR |
+4.47% |
4.540
Bid Size: 2,500 |
4.590
Ask Size: 2,500 |
FERRARI N.V. |
365.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2MU7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.90 |
| Time value: |
3.62 |
| Break-even: |
410.20 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
3.43% |
| Delta: |
0.62 |
| Theta: |
-0.10 |
| Omega: |
5.17 |
| Rho: |
1.14 |
Quote data
| Open: |
4.380 |
| High: |
4.450 |
| Low: |
4.380 |
| Previous Close: |
4.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.98% |
| 1 Month |
|
|
-10.66% |
| 3 Months |
|
|
+39.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.480 |
4.250 |
| 1M High / 1M Low: |
5.480 |
4.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.851 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
