UBS Call 395 2FE 20.12.2024
/ CH1329470996
UBS Call 395 2FE 20.12.2024/ CH1329470996 /
| 12/11/2024 19:41:01 |
Chg.-1.100 |
Bid19:59:55 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.600EUR |
-29.73% |
2.580
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
395.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
3.10 |
| Time value: |
0.56 |
| Break-even: |
431.60 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.13 |
| Spread %: |
3.68% |
| Delta: |
0.81 |
| Theta: |
-0.17 |
| Omega: |
9.45 |
| Rho: |
0.32 |
Quote data
| Open: |
3.270 |
| High: |
3.270 |
| Low: |
2.590 |
| Previous Close: |
3.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.10% |
| 1 Month |
|
|
-41.96% |
| 3 Months |
|
|
-5.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.010 |
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: |
|
3.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.927 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.50% |
| Volatility 6M: |
|
162.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
