UBS Call 375 2FE 20.12.2024
/ CH1322928347
UBS Call 375 2FE 20.12.2024/ CH1322928347 /
| 2024-11-12 9:54:23 PM |
Chg.-1.180 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.090EUR |
-22.39% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
375.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2MTV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
5.10 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
5.10 |
| Time value: |
0.46 |
| Break-even: |
430.60 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.29 |
| Spread %: |
5.50% |
| Delta: |
0.87 |
| Theta: |
-0.17 |
| Omega: |
6.70 |
| Rho: |
0.33 |
Quote data
| Open: |
5.160 |
| High: |
5.180 |
| Low: |
4.080 |
| Previous Close: |
5.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.87% |
| 1 Month |
|
|
-33.93% |
| 3 Months |
|
|
+9.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.750 |
3.990 |
| 1M High / 1M Low: |
8.320 |
3.990 |
| 6M High / 6M Low: |
8.350 |
3.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.829 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.26% |
| Volatility 6M: |
|
142.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
