UBS Call 365 2FE 20.12.2024
/ CH1322928321
UBS Call 365 2FE 20.12.2024/ CH1322928321 /
| 2024-10-07 9:27:01 AM |
Chg.+0.11 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.45EUR |
+2.06% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
365.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.89 |
| Intrinsic value: |
4.30 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
4.30 |
| Time value: |
1.04 |
| Break-even: |
418.40 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
-0.27 |
| Spread %: |
-4.81% |
| Delta: |
0.80 |
| Theta: |
-0.15 |
| Omega: |
6.08 |
| Rho: |
0.55 |
Quote data
| Open: |
5.45 |
| High: |
5.45 |
| Low: |
5.45 |
| Previous Close: |
5.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.02% |
| 1 Month |
|
|
-27.91% |
| 3 Months |
|
|
+13.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.73 |
5.34 |
| 1M High / 1M Low: |
7.70 |
5.34 |
| 6M High / 6M Low: |
9.20 |
3.81 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.33% |
| Volatility 6M: |
|
114.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
