UBS Call 375 2FE 20.12.2024
/ CH1322928347
UBS Call 375 2FE 20.12.2024/ CH1322928347 /
| 11/8/2024 9:39:30 AM |
Chg.+0.33 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.59EUR |
+7.75% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
375.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.55 |
| Intrinsic value: |
4.26 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
4.26 |
| Time value: |
0.33 |
| Break-even: |
420.90 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.64 |
| Spread %: |
-12.24% |
| Delta: |
0.90 |
| Theta: |
-0.11 |
| Omega: |
8.14 |
| Rho: |
0.37 |
Quote data
| Open: |
4.59 |
| High: |
4.59 |
| Low: |
4.59 |
| Previous Close: |
4.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.53% |
| 1 Month |
|
|
-11.56% |
| 3 Months |
|
|
+22.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.22 |
4.17 |
| 1M High / 1M Low: |
8.48 |
4.17 |
| 6M High / 6M Low: |
8.48 |
3.27 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.76% |
| Volatility 6M: |
|
132.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
