UBS Call 445 2FE 20.12.2024
/ DE000UM3PZF7
UBS Call 445 2FE 20.12.2024/ DE000UM3PZF7 /
2024-07-26 9:53:24 PM |
Chg.+0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+18.99% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
445.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
UM3PZF |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
445.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-26 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
34.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
-6.75 |
Time value: |
1.09 |
Break-even: |
455.90 |
Moneyness: |
0.85 |
Premium: |
0.21 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.15 |
Spread %: |
15.96% |
Delta: |
0.26 |
Theta: |
-0.09 |
Omega: |
9.03 |
Rho: |
0.35 |
Quote data
Open: |
0.780 |
High: |
1.030 |
Low: |
0.760 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.08% |
1 Month |
|
|
-1.05% |
3 Months |
|
|
-51.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.170 |
0.790 |
1M High / 1M Low: |
1.550 |
0.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.984 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.167 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |