UBS Call 390 2FE 20.12.2024
/ CH1322928370
UBS Call 390 2FE 20.12.2024/ CH1322928370 /
2024-07-12 3:58:46 PM |
Chg.+0.150 |
Bid4:09:15 PM |
Ask4:09:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.810EUR |
+4.10% |
3.830 Bid Size: 2,500 |
3.880 Ask Size: 2,500 |
FERRARI N.V. |
390.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
UM2N5V |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-08 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.16 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
0.60 |
Time value: |
3.14 |
Break-even: |
427.40 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.15 |
Spread %: |
4.18% |
Delta: |
0.60 |
Theta: |
-0.11 |
Omega: |
6.36 |
Rho: |
0.88 |
Quote data
Open: |
3.700 |
High: |
3.840 |
Low: |
3.700 |
Previous Close: |
3.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+20.19% |
1 Month |
|
|
-1.55% |
3 Months |
|
|
-11.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.030 |
3.170 |
1M High / 1M Low: |
4.030 |
2.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.660 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.410 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |