UBS Call 390 2FE 20.12.2024
/ CH1322928370
UBS Call 390 2FE 20.12.2024/ CH1322928370 /
| 2024-10-07 9:54:10 PM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.720EUR |
-1.33% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.02 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
1.80 |
| Time value: |
1.97 |
| Break-even: |
427.70 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.65 |
| Theta: |
-0.19 |
| Omega: |
7.08 |
| Rho: |
0.46 |
Quote data
| Open: |
3.710 |
| High: |
3.890 |
| Low: |
3.560 |
| Previous Close: |
3.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.46% |
| 1 Month |
|
|
-27.20% |
| 3 Months |
|
|
+2.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.140 |
3.700 |
| 1M High / 1M Low: |
5.630 |
3.700 |
| 6M High / 6M Low: |
7.100 |
2.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.903 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.00% |
| Volatility 6M: |
|
143.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
