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: |
|
- |
