UBS Call 395 2FE 20.12.2024
/ CH1329470996
UBS Call 395 2FE 20.12.2024/ CH1329470996 /
| 7/12/2024 4:38:23 PM |
Chg.+0.330 |
Bid4:38:23 PM |
Ask4:38:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.640EUR |
+9.97% |
3.640
Bid Size: 2,500 |
3.690
Ask Size: 2,500 |
FERRARI N.V. |
395.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.10 |
| Time value: |
3.36 |
| Break-even: |
429.60 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
4.53% |
| Delta: |
0.58 |
| Theta: |
-0.11 |
| Omega: |
6.59 |
| Rho: |
0.85 |
Quote data
| Open: |
3.330 |
| High: |
3.640 |
| Low: |
3.240 |
| Previous Close: |
3.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.13% |
| 1 Month |
|
|
+0.83% |
| 3 Months |
|
|
+10.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.710 |
3.030 |
| 1M High / 1M Low: |
3.710 |
2.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
