UBS Call 360 2FE 20.12.2024
/ CH1322928313
UBS Call 360 2FE 20.12.2024/ CH1322928313 /
| 30/07/2024 08:04:24 |
Chg.-0.050 |
Bid08:04:24 |
Ask08:04:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.350EUR |
-1.14% |
4.350
Bid Size: 750 |
4.500
Ask Size: 750 |
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: |
8.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
1.75 |
| Time value: |
2.89 |
| Break-even: |
406.40 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.15 |
| Spread %: |
3.34% |
| Delta: |
0.65 |
| Theta: |
-0.13 |
| Omega: |
5.28 |
| Rho: |
0.78 |
Quote data
| Open: |
4.360 |
| High: |
4.360 |
| Low: |
4.350 |
| Previous Close: |
4.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.03% |
| 1 Month |
|
|
-5.02% |
| 3 Months |
|
|
-23.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.060 |
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: |
|
4.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
