UBS Call 440 2FE 20.12.2024
/ DE000UM3SAL2
UBS Call 440 2FE 20.12.2024/ DE000UM3SAL2 /
| 11/8/2024 4:39:59 PM |
Chg.+0.010 |
Bid7:59:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+1.35% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
440.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM3SAL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/26/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
48.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-2.24 |
| Time value: |
0.87 |
| Break-even: |
448.70 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.33 |
| Theta: |
-0.20 |
| Omega: |
15.92 |
| Rho: |
0.15 |
Quote data
| Open: |
0.700 |
| High: |
0.750 |
| Low: |
0.630 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.11% |
| 1 Month |
|
|
-46.81% |
| 3 Months |
|
|
-35.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
0.590 |
| 1M High / 1M Low: |
3.070 |
0.590 |
| 6M High / 6M Low: |
3.450 |
0.590 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.753 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
344.12% |
| Volatility 6M: |
|
225.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
