UBS Call 390 2FE 20.12.2024
/ CH1322928370
UBS Call 390 2FE 20.12.2024/ CH1322928370 /
| 9/3/2024 9:50:04 PM |
Chg.-0.560 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.410EUR |
-8.03% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
390.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.52 |
| Intrinsic value: |
5.71 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
5.71 |
| Time value: |
1.26 |
| Break-even: |
459.70 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.13 |
| Omega: |
5.26 |
| Rho: |
0.88 |
Quote data
| Open: |
6.960 |
| High: |
7.270 |
| Low: |
6.370 |
| Previous Close: |
6.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.40% |
| 1 Month |
|
|
+78.06% |
| 3 Months |
|
|
+126.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.100 |
6.140 |
| 1M High / 1M Low: |
7.100 |
2.820 |
| 6M High / 6M Low: |
7.100 |
2.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.674 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.39% |
| Volatility 6M: |
|
135.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
