UBS Call 390 2FE 20.12.2024
/ CH1322928370
UBS Call 390 2FE 20.12.2024/ CH1322928370 /
8/30/2024 9:54:33 PM |
Chg.+0.430 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.100EUR |
+6.45% |
- 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: |
6.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.43 |
Intrinsic value: |
5.56 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
5.56 |
Time value: |
1.32 |
Break-even: |
458.80 |
Moneyness: |
1.14 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
-0.22 |
Spread %: |
-3.10% |
Delta: |
0.81 |
Theta: |
-0.13 |
Omega: |
5.27 |
Rho: |
0.89 |
Quote data
Open: |
6.710 |
High: |
7.120 |
Low: |
6.630 |
Previous Close: |
6.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.84% |
1 Month |
|
|
+158.18% |
3 Months |
|
|
+132.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.100 |
5.580 |
1M High / 1M Low: |
7.100 |
2.750 |
6M High / 6M Low: |
7.100 |
2.450 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.346 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.408 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.647 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.45% |
Volatility 6M: |
|
137.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |