UBS Call 395 2FE 20.12.2024
/ CH1329470996
UBS Call 395 2FE 20.12.2024/ CH1329470996 /
| 2024-11-07 7:36:01 PM |
Chg.+0.450 |
Bid7:58:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.080EUR |
+17.11% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
395.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM283N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
395.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.94 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
2.27 |
| Time value: |
0.91 |
| Break-even: |
426.80 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-0.20 |
| Omega: |
9.60 |
| Rho: |
0.31 |
Quote data
| Open: |
2.690 |
| High: |
3.210 |
| Low: |
2.630 |
| Previous Close: |
2.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.54% |
| 1 Month |
|
|
-21.23% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.360 |
2.630 |
| 1M High / 1M Low: |
6.510 |
2.630 |
| 6M High / 6M Low: |
6.580 |
2.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.909 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.33% |
| Volatility 6M: |
|
161.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
