UBS Call 385 2FE 20.12.2024
/ CH1322928362
UBS Call 385 2FE 20.12.2024/ CH1322928362 /
| 7/10/2024 9:20:34 AM |
Chg.+0.25 |
Bid4:35:39 PM |
Ask4:35:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.07EUR |
+6.54% |
4.15
Bid Size: 2,500 |
4.20
Ask Size: 2,500 |
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: |
9.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.53 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.20 |
| Time value: |
2.83 |
| Break-even: |
425.30 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
3.87% |
| Delta: |
0.63 |
| Theta: |
-0.11 |
| Omega: |
6.22 |
| Rho: |
0.94 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
4.07 |
| Previous Close: |
3.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.01% |
| 1 Month |
|
|
+17.97% |
| 3 Months |
|
|
-20.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.82 |
3.57 |
| 1M High / 1M Low: |
4.10 |
3.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
