UBS Call 360 2FE 20.12.2024
/ CH1322928313
UBS Call 360 2FE 20.12.2024/ CH1322928313 /
| 09/07/2024 14:55:50 |
Chg.+0.080 |
Bid15:11:34 |
Ask15:11:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.690EUR |
+1.43% |
5.770
Bid Size: 2,500 |
5.820
Ask Size: 2,500 |
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: |
6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.17 |
| Intrinsic value: |
3.72 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
3.72 |
| Time value: |
1.99 |
| Break-even: |
417.10 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
2.70% |
| Delta: |
0.74 |
| Theta: |
-0.10 |
| Omega: |
5.18 |
| Rho: |
1.07 |
Quote data
| Open: |
5.450 |
| High: |
5.790 |
| Low: |
5.450 |
| Previous Close: |
5.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.06% |
| 1 Month |
|
|
+13.80% |
| 3 Months |
|
|
+10.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.610 |
4.700 |
| 1M High / 1M Low: |
5.780 |
4.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
