UBS Call 385 2FE 20.12.2024
/ CH1322928362
UBS Call 385 2FE 20.12.2024/ CH1322928362 /
| 04/10/2024 16:40:42 |
Chg.+0.110 |
Bid16:49:42 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.040EUR |
+2.80% |
4.080
Bid Size: 2,500 |
-
Ask Size: - |
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: |
10.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.18 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
2.01 |
| Time value: |
2.02 |
| Break-even: |
425.30 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.19 |
| Omega: |
6.66 |
| Rho: |
0.48 |
Quote data
| Open: |
3.870 |
| High: |
4.310 |
| Low: |
3.870 |
| Previous Close: |
3.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.32% |
| 1 Month |
|
|
-40.15% |
| 3 Months |
|
|
+4.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.410 |
3.930 |
| 1M High / 1M Low: |
6.750 |
3.930 |
| 6M High / 6M Low: |
7.400 |
2.850 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.219 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.94% |
| Volatility 6M: |
|
135.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
