UBS Call 385 2FE 20.12.2024/  CH1322928362  /

Frankfurt Zert./UBS
2024-07-29  9:30:06 AM Chg.-0.050 Bid9:51:23 AM Ask9:51:23 AM Underlying Strike price Expiration date Option type
3.080EUR -1.60% 2.950
Bid Size: 2,500
3.000
Ask Size: 2,500
FERRARI N.V. 385.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2024-02-08
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.87
Leverage: Yes

Calculated values

Fair value: 2.22
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -0.75
Time value: 3.18
Break-even: 416.80
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.28
Spread abs.: 0.15
Spread %: 4.95%
Delta: 0.53
Theta: -0.13
Omega: 6.34
Rho: 0.68
 

Quote data

Open: 3.080
High: 3.080
Low: 3.080
Previous Close: 3.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month  
+0.65%
3 Months
  -14.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.460 2.880
1M High / 1M Low: 4.340 2.880
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.208
Avg. volume 1W:   0.000
Avg. price 1M:   3.566
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -