UBS Call 385 2FE 20.12.2024
/ CH1322928362
UBS Call 385 2FE 20.12.2024/ CH1322928362 /
| 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: |
|
- |
