UBS Call 370 2FE 20.12.2024
/ CH1322928339
UBS Call 370 2FE 20.12.2024/ CH1322928339 /
| 03/09/2024 09:23:02 |
Chg.+0.13 |
Bid20:06:18 |
Ask20:06:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.76EUR |
+1.51% |
8.14
Bid Size: 500 |
-
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: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.27 |
| Intrinsic value: |
7.71 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
7.71 |
| Time value: |
0.92 |
| Break-even: |
456.30 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.04 |
| Spread %: |
-0.46% |
| Delta: |
0.88 |
| Theta: |
-0.11 |
| Omega: |
4.56 |
| Rho: |
0.91 |
Quote data
| Open: |
8.76 |
| High: |
8.76 |
| Low: |
8.76 |
| Previous Close: |
8.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.59% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+111.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.63 |
7.85 |
| 1M High / 1M Low: |
8.63 |
3.91 |
| 6M High / 6M Low: |
8.63 |
3.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.81 |
| Avg. volume 6M: |
|
.36 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.07% |
| Volatility 6M: |
|
102.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
