UBS Call 385 2FE 20.12.2024
/ CH1322928362
UBS Call 385 2FE 20.12.2024/ CH1322928362 /
| 7/15/2024 7:25:32 PM |
Chg.-0.400 |
Bid7:56:45 PM |
Ask7:56:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.800EUR |
-9.52% |
-
Bid Size: - |
-
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: |
9.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.65 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.46 |
| Time value: |
2.85 |
| Break-even: |
428.10 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
3.61% |
| Delta: |
0.64 |
| Theta: |
-0.12 |
| Omega: |
5.94 |
| Rho: |
0.92 |
Quote data
| Open: |
4.120 |
| High: |
4.200 |
| Low: |
3.800 |
| Previous Close: |
4.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.63% |
| 1 Month |
|
|
+15.50% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.340 |
3.800 |
| 1M High / 1M Low: |
4.340 |
3.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
