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: |
|
- |