UBS Call 365 2FE 20.12.2024
/ CH1322928321
UBS Call 365 2FE 20.12.2024/ CH1322928321 /
| 08/11/2024 21:54:17 |
Chg.+0.400 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.160EUR |
+6.94% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
365.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2MU7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.47 |
| Intrinsic value: |
5.26 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
5.26 |
| Time value: |
0.23 |
| Break-even: |
419.90 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.67 |
| Spread %: |
-10.88% |
| Delta: |
0.94 |
| Theta: |
-0.08 |
| Omega: |
7.15 |
| Rho: |
0.38 |
Quote data
| Open: |
5.650 |
| High: |
6.220 |
| Low: |
5.230 |
| Previous Close: |
5.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.81% |
| 1 Month |
|
|
+4.23% |
| 3 Months |
|
|
+43.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.850 |
5.100 |
| 1M High / 1M Low: |
9.250 |
5.100 |
| 6M High / 6M Low: |
9.250 |
3.740 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.698 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.925 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.03% |
| Volatility 6M: |
|
127.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
