UBS Call 435 2FE 20.12.2024
/ DE000UM3UH36
UBS Call 435 2FE 20.12.2024/ DE000UM3UH36 /
| 2024-07-29 5:42:30 PM |
Chg.-0.100 |
Bid5:42:30 PM |
Ask5:42:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
-8.62% |
1.060
Bid Size: 1,000 |
1.160
Ask Size: 1,000 |
FERRARI N.V. |
435.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-5.75 |
| Time value: |
1.31 |
| Break-even: |
448.10 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.15 |
| Spread %: |
12.93% |
| Delta: |
0.30 |
| Theta: |
-0.10 |
| Omega: |
8.62 |
| Rho: |
0.39 |
Quote data
| Open: |
1.170 |
| High: |
1.220 |
| Low: |
1.060 |
| Previous Close: |
1.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.87% |
| 1 Month |
|
|
-10.17% |
| 3 Months |
|
|
-51.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
0.990 |
| 1M High / 1M Low: |
1.880 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.442 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
