UBS Call 360 2FE 20.12.2024/  CH1322928313  /

Frankfurt Zert./UBS
12/11/2024  10:10:22 Chg.-0.540 Bid10:54:12 Ask- Underlying Strike price Expiration date Option type
6.320EUR -7.87% 6.360
Bid Size: 2,000
-
Ask Size: -
FERRARI N.V. 360.00 EUR 20/12/2024 Call
 

Master data

WKN: UM1669
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 360.00 EUR
Maturity: 20/12/2024
Issue date: 08/02/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.11
Leverage: Yes

Calculated values

Fair value: 6.74
Intrinsic value: 6.60
Implied volatility: 0.42
Historic volatility: 0.26
Parity: 6.60
Time value: 0.37
Break-even: 429.70
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.30
Spread %: 4.50%
Delta: 0.91
Theta: -0.15
Omega: 5.56
Rho: 0.33
 

Quote data

Open: 6.410
High: 6.410
Low: 6.270
Previous Close: 6.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.69%
1 Month
  -14.01%
3 Months  
+32.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.070 5.450
1M High / 1M Low: 9.680 5.450
6M High / 6M Low: 9.680 4.250
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.636
Avg. volume 1W:   0.000
Avg. price 1M:   8.275
Avg. volume 1M:   0.000
Avg. price 6M:   6.351
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.36%
Volatility 6M:   122.54%
Volatility 1Y:   -
Volatility 3Y:   -