UBS Call 435 2FE 20.12.2024
/ DE000UM3UH36
UBS Call 435 2FE 20.12.2024/ DE000UM3UH36 /
| 10/18/2024 7:25:33 PM |
Chg.-0.200 |
Bid7:59:27 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.820EUR |
-6.62% |
2.850
Bid Size: 500 |
-
Ask Size: - |
FERRARI N.V. |
435.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM3UH3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
435.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/26/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.94 |
| Time value: |
2.00 |
| Break-even: |
464.40 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.61 |
| Theta: |
-0.20 |
| Omega: |
9.17 |
| Rho: |
0.41 |
Quote data
| Open: |
3.070 |
| High: |
3.120 |
| Low: |
2.800 |
| Previous Close: |
3.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.92% |
| 1 Month |
|
|
+18.99% |
| 3 Months |
|
|
+129.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.020 |
2.320 |
| 1M High / 1M Low: |
3.020 |
1.400 |
| 6M High / 6M Low: |
3.740 |
1.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.866 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.10% |
| Volatility 6M: |
|
197.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
