UBS Call 395 2FE 20.12.2024
/ CH1329470996
UBS Call 395 2FE 20.12.2024/ CH1329470996 /
| 2024-06-26 9:51:47 PM |
Chg.-0.540 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.990EUR |
-15.30% |
-
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: |
10.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.05 |
| Time value: |
3.68 |
| Break-even: |
431.80 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
4.25% |
| Delta: |
0.57 |
| Theta: |
-0.11 |
| Omega: |
6.14 |
| Rho: |
0.92 |
Quote data
| Open: |
3.590 |
| High: |
3.680 |
| Low: |
2.990 |
| Previous Close: |
3.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.57% |
| 1 Month |
|
|
-9.39% |
| 3 Months |
|
|
-33.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.530 |
2.990 |
| 1M High / 1M Low: |
3.610 |
2.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
