UBS Call 380 2FE 20.12.2024
/ CH1322928354
UBS Call 380 2FE 20.12.2024/ CH1322928354 /
| 9/5/2024 9:54:32 PM |
Chg.-0.780 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.290EUR |
-11.03% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.62 |
| Intrinsic value: |
5.89 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
5.89 |
| Time value: |
1.24 |
| Break-even: |
451.30 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
0.85% |
| Delta: |
0.82 |
| Theta: |
-0.13 |
| Omega: |
5.07 |
| Rho: |
0.84 |
Quote data
| Open: |
7.110 |
| High: |
7.180 |
| Low: |
5.990 |
| Previous Close: |
7.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.91% |
| 1 Month |
|
|
+71.39% |
| 3 Months |
|
|
+56.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.930 |
7.070 |
| 1M High / 1M Low: |
7.930 |
3.330 |
| 6M High / 6M Low: |
7.930 |
2.920 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.09% |
| Volatility 6M: |
|
126.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
