UBS Call 360 2FE 20.12.2024
/ CH1322928313
UBS Call 360 2FE 20.12.2024/ CH1322928313 /
2024-07-31 8:13:15 AM |
Chg.+0.040 |
Bid8:13:15 AM |
Ask8:13:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.420EUR |
+0.91% |
4.420 Bid Size: 750 |
4.570 Ask Size: 750 |
FERRARI N.V. |
360.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-02-08 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.52 |
Intrinsic value: |
1.73 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
1.73 |
Time value: |
2.82 |
Break-even: |
405.50 |
Moneyness: |
1.05 |
Premium: |
0.07 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.15 |
Spread %: |
3.41% |
Delta: |
0.65 |
Theta: |
-0.13 |
Omega: |
5.38 |
Rho: |
0.78 |
Quote data
Open: |
4.410 |
High: |
4.430 |
Low: |
4.410 |
Previous Close: |
4.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.90% |
1 Month |
|
|
-3.49% |
3 Months |
|
|
-22.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.490 |
4.040 |
1M High / 1M Low: |
6.020 |
4.040 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.354 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |