UBS Call 390 2FE 20.12.2024
/ CH1322928370
UBS Call 390 2FE 20.12.2024/ CH1322928370 /
04/09/2024 09:59:30 |
Chg.-0.74 |
Bid16:02:37 |
Ask16:02:37 |
Underlying |
Strike price |
Expiration date |
Option type |
6.32EUR |
-10.48% |
6.11 Bid Size: 2,000 |
- Ask Size: - |
FERRARI N.V. |
390.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
08/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.90 |
Intrinsic value: |
5.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.25 |
Parity: |
5.00 |
Time value: |
2.06 |
Break-even: |
460.60 |
Moneyness: |
1.13 |
Premium: |
0.05 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.67 |
Spread %: |
10.49% |
Delta: |
0.75 |
Theta: |
-0.17 |
Omega: |
4.70 |
Rho: |
0.77 |
Quote data
Open: |
6.32 |
High: |
6.32 |
Low: |
6.32 |
Previous Close: |
7.06 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.12% |
1 Month |
|
|
+120.98% |
3 Months |
|
|
+120.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.06 |
6.25 |
1M High / 1M Low: |
7.06 |
2.87 |
6M High / 6M Low: |
7.06 |
2.52 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.67 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.02% |
Volatility 6M: |
|
113.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |