UBS Call 380 2FE 20.12.2024
/ CH1322928354
UBS Call 380 2FE 20.12.2024/ CH1322928354 /
| 08/10/2024 09:24:12 |
Chg.- |
Bid08:30:07 |
Ask08:30:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.35EUR |
- |
5.14
Bid Size: 750 |
-
Ask Size: - |
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: |
9.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.77 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
2.90 |
| Time value: |
1.42 |
| Break-even: |
423.20 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
-0.09 |
| Spread %: |
-2.04% |
| Delta: |
0.72 |
| Theta: |
-0.17 |
| Omega: |
6.85 |
| Rho: |
0.51 |
Quote data
| Open: |
4.35 |
| High: |
4.35 |
| Low: |
4.35 |
| Previous Close: |
4.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.56% |
| 1 Month |
|
|
-31.17% |
| 3 Months |
|
|
+5.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.81 |
4.23 |
| 1M High / 1M Low: |
6.43 |
4.23 |
| 6M High / 6M Low: |
7.89 |
3.00 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.32% |
| Volatility 6M: |
|
121.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
