UBS Call 385 2FE 20.12.2024
/ CH1322928362
UBS Call 385 2FE 20.12.2024/ CH1322928362 /
10/18/2024 11:59:32 AM |
Chg.-0.290 |
Bid12:51:07 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.520EUR |
-4.26% |
6.620 Bid Size: 2,000 |
- Ask Size: - |
FERRARI N.V. |
385.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
UM2KNP |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
385.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/8/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.31 |
Intrinsic value: |
5.94 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
5.94 |
Time value: |
0.55 |
Break-even: |
449.90 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
-0.20 |
Spread %: |
-2.99% |
Delta: |
0.89 |
Theta: |
-0.12 |
Omega: |
6.07 |
Rho: |
0.57 |
Quote data
Open: |
6.930 |
High: |
6.930 |
Low: |
6.520 |
Previous Close: |
6.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.95% |
1 Month |
|
|
+46.19% |
3 Months |
|
|
+90.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.810 |
5.260 |
1M High / 1M Low: |
6.810 |
3.930 |
6M High / 6M Low: |
7.400 |
2.850 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.992 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.117 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.302 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.39% |
Volatility 6M: |
|
138.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |