UBS Call 385 2FE 20.12.2024
/ CH1322928362
UBS Call 385 2FE 20.12.2024/ CH1322928362 /
| 05/07/2024 19:28:28 |
Chg.-0.440 |
Bid19:51:48 |
Ask19:51:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.430EUR |
-11.37% |
3.410
Bid Size: 750 |
3.560
Ask Size: 750 |
FERRARI N.V. |
385.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.22 |
| Time value: |
3.49 |
| Break-even: |
422.10 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.15 |
| Spread %: |
4.21% |
| Delta: |
0.58 |
| Theta: |
-0.12 |
| Omega: |
6.09 |
| Rho: |
0.86 |
Quote data
| Open: |
3.860 |
| High: |
4.030 |
| Low: |
3.430 |
| Previous Close: |
3.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.09% |
| 1 Month |
|
|
-6.79% |
| 3 Months |
|
|
-24.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.870 |
3.230 |
| 1M High / 1M Low: |
4.160 |
3.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
