UBS Call 435 2FE 20.12.2024
/ DE000UM3UH36
UBS Call 435 2FE 20.12.2024/ DE000UM3UH36 /
| 11/8/2024 9:54:10 PM |
Chg.+0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+14.13% |
-
Bid Size: - |
-
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: |
50.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
-1.74 |
| Time value: |
0.82 |
| Break-even: |
443.20 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
-0.23 |
| Spread %: |
-21.90% |
| Delta: |
0.35 |
| Theta: |
-0.18 |
| Omega: |
17.84 |
| Rho: |
0.16 |
Quote data
| Open: |
0.870 |
| High: |
1.090 |
| Low: |
0.730 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.66% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-13.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
0.690 |
| 1M High / 1M Low: |
3.400 |
0.690 |
| 6M High / 6M Low: |
3.830 |
0.690 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.907 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.43% |
| Volatility 6M: |
|
229.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
