UBS Call 390 2FE 20.12.2024
/ CH1322928370
UBS Call 390 2FE 20.12.2024/ CH1322928370 /
| 2024-06-26 7:29:42 PM |
Chg.-0.470 |
Bid7:58:30 PM |
Ask7:58:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.330EUR |
-12.37% |
3.290
Bid Size: 750 |
3.440
Ask Size: 750 |
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: |
9.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.45 |
| Time value: |
3.51 |
| Break-even: |
429.60 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
3.94% |
| Delta: |
0.60 |
| Theta: |
-0.11 |
| Omega: |
5.93 |
| Rho: |
0.95 |
Quote data
| Open: |
3.880 |
| High: |
3.880 |
| Low: |
3.330 |
| Previous Close: |
3.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
-6.98% |
| 3 Months |
|
|
-22.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.800 |
3.330 |
| 1M High / 1M Low: |
3.870 |
2.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
