UBS Call 395 2FE 20.12.2024
/ CH1329470996
UBS Call 395 2FE 20.12.2024/ CH1329470996 /
2024-08-30 9:54:02 AM |
Chg.+0.44 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.56EUR |
+7.19% |
- 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: |
7.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.12 |
Intrinsic value: |
5.17 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
5.17 |
Time value: |
1.10 |
Break-even: |
457.70 |
Moneyness: |
1.13 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.83 |
Theta: |
-0.11 |
Omega: |
5.91 |
Rho: |
0.95 |
Quote data
Open: |
6.56 |
High: |
6.56 |
Low: |
6.56 |
Previous Close: |
6.12 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.08% |
1 Month |
|
|
+160.32% |
3 Months |
|
|
+141.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.56 |
5.29 |
1M High / 1M Low: |
6.56 |
2.29 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.86 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.04 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |