UBS Call 440 2FE 20.12.2024
/ DE000UM3SAL2
UBS Call 440 2FE 20.12.2024/ DE000UM3SAL2 /
10/8/2024 10:15:39 AM |
Chg.+0.08 |
Bid6:16:42 PM |
Ask6:16:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.29EUR |
+6.61% |
1.55 Bid Size: 1,000 |
- 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: |
33.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-3.10 |
Time value: |
1.23 |
Break-even: |
452.30 |
Moneyness: |
0.93 |
Premium: |
0.11 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.34 |
Theta: |
-0.16 |
Omega: |
11.44 |
Rho: |
0.26 |
Quote data
Open: |
1.29 |
High: |
1.29 |
Low: |
1.29 |
Previous Close: |
1.21 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.65% |
1 Month |
|
|
-47.35% |
3 Months |
|
|
-17.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.86 |
1.21 |
1M High / 1M Low: |
2.45 |
1.21 |
6M High / 6M Low: |
3.59 |
0.92 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.95 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.69 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.43% |
Volatility 6M: |
|
177.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |