UBS Call 380 2FE 20.12.2024
/ CH1322928354
UBS Call 380 2FE 20.12.2024/ CH1322928354 /
| 30/07/2024 17:39:33 |
Chg.+0.080 |
Bid17:39:33 |
Ask17:39:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.300EUR |
+2.48% |
3.300
Bid Size: 1,000 |
3.400
Ask Size: 1,000 |
FERRARI N.V. |
380.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2L01 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-0.27 |
| Time value: |
3.37 |
| Break-even: |
413.70 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.15 |
| Spread %: |
4.66% |
| Delta: |
0.56 |
| Theta: |
-0.13 |
| Omega: |
6.22 |
| Rho: |
0.69 |
Quote data
| Open: |
3.180 |
| High: |
3.480 |
| Low: |
3.120 |
| Previous Close: |
3.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.23% |
| 1 Month |
|
|
-2.08% |
| 3 Months |
|
|
-26.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.760 |
2.920 |
| 1M High / 1M Low: |
4.630 |
2.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
