UBS Call 370 2FE 20.12.2024
/ CH1322928339
UBS Call 370 2FE 20.12.2024/ CH1322928339 /
| 08/11/2024 21:54:08 |
Chg.+0.390 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.690EUR |
+7.36% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
370.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2RBC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.00 |
| Intrinsic value: |
4.76 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
4.76 |
| Time value: |
0.28 |
| Break-even: |
420.40 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.65 |
| Spread %: |
-11.42% |
| Delta: |
0.92 |
| Theta: |
-0.10 |
| Omega: |
7.60 |
| Rho: |
0.37 |
Quote data
| Open: |
5.190 |
| High: |
5.750 |
| Low: |
4.780 |
| Previous Close: |
5.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.44% |
| 1 Month |
|
|
+3.64% |
| 3 Months |
|
|
+42.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.400 |
4.410 |
| 1M High / 1M Low: |
8.780 |
4.410 |
| 6M High / 6M Low: |
8.790 |
3.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.555 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.97% |
| Volatility 6M: |
|
136.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
