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: |
|
- |
