UBS Call 435 2FE 20.12.2024
/ DE000UM3UH36
UBS Call 435 2FE 20.12.2024/ DE000UM3UH36 /
| 2024-10-07 10:28:09 AM |
Chg.-0.04 |
Bid6:26:35 PM |
Ask6:26:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-2.84% |
1.42
Bid Size: 1,000 |
-
Ask Size: - |
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: |
28.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-2.70 |
| Time value: |
1.44 |
| Break-even: |
449.40 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.38 |
| Theta: |
-0.17 |
| Omega: |
10.64 |
| Rho: |
0.28 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.18% |
| 1 Month |
|
|
-48.88% |
| 3 Months |
|
|
-20.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.41 |
| 1M High / 1M Low: |
2.70 |
1.41 |
| 6M High / 6M Low: |
3.90 |
1.03 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.52% |
| Volatility 6M: |
|
171.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
