UBS Call 360 2FE 20.12.2024
/ CH1322928313
UBS Call 360 2FE 20.12.2024/ CH1322928313 /
9/3/2024 9:23:02 AM |
Chg.+0.14 |
Bid10:00:23 PM |
Ask10:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.65EUR |
+1.47% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
360.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/8/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.20 |
Intrinsic value: |
8.71 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
8.71 |
Time value: |
0.80 |
Break-even: |
455.10 |
Moneyness: |
1.24 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
-0.05 |
Spread %: |
-0.52% |
Delta: |
0.90 |
Theta: |
-0.10 |
Omega: |
4.24 |
Rho: |
0.91 |
Quote data
Open: |
9.65 |
High: |
9.65 |
Low: |
9.65 |
Previous Close: |
9.51 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.97% |
1 Month |
|
|
+91.09% |
3 Months |
|
|
+103.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.51 |
8.18 |
1M High / 1M Low: |
9.51 |
4.52 |
6M High / 6M Low: |
9.51 |
4.11 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.49 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.65% |
Volatility 6M: |
|
103.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |