UBS Call 365 2FE 20.12.2024
/ CH1322928321
UBS Call 365 2FE 20.12.2024/ CH1322928321 /
09/10/2024 09:28:10 |
Chg.+0.83 |
Bid19:55:56 |
Ask19:55:56 |
Underlying |
Strike price |
Expiration date |
Option type |
6.31EUR |
+15.15% |
6.26 Bid Size: 750 |
- 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: |
6.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.81 |
Intrinsic value: |
5.36 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
5.36 |
Time value: |
0.96 |
Break-even: |
428.20 |
Moneyness: |
1.15 |
Premium: |
0.02 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.82 |
Theta: |
-0.15 |
Omega: |
5.46 |
Rho: |
0.56 |
Quote data
Open: |
6.31 |
High: |
6.31 |
Low: |
6.31 |
Previous Close: |
5.48 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.87% |
1 Month |
|
|
-16.31% |
3 Months |
|
|
+23.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.96 |
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: |
|
5.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.55 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.66% |
Volatility 6M: |
|
113.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |