UBS Call 380 2FE 20.12.2024
/ CH1322928354
UBS Call 380 2FE 20.12.2024/ CH1322928354 /
10/7/2024 9:54:28 PM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.410EUR |
-1.34% |
- 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: |
9.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.71 |
Intrinsic value: |
2.80 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
2.80 |
Time value: |
1.43 |
Break-even: |
422.30 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.19 |
Spread abs.: |
-0.24 |
Spread %: |
-5.37% |
Delta: |
0.72 |
Theta: |
-0.17 |
Omega: |
6.95 |
Rho: |
0.51 |
Quote data
Open: |
4.400 |
High: |
4.590 |
Low: |
4.240 |
Previous Close: |
4.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.63% |
1 Month |
|
|
-24.87% |
3 Months |
|
|
+14.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.420 |
4.380 |
1M High / 1M Low: |
6.400 |
4.380 |
6M High / 6M Low: |
7.930 |
2.920 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.766 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.492 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.507 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.24% |
Volatility 6M: |
|
133.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |