UBS Call 445 2FE 20.12.2024/  DE000UM3PZF7  /

UBS Investment Bank
2024-07-29  5:27:51 PM Chg.-0.060 Bid- Ask- Underlying Strike price Expiration date Option type
0.880EUR -6.38% -
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: 0.54
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.: 0.61
Spread abs.: 0.15
Spread %: 15.96%
Delta: 0.26
Theta: -0.09
Omega: 9.02
Rho: 0.35
 

Quote data

Open: 0.940
High: 0.990
Low: 0.860
Previous Close: 0.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.79%
1 Month
  -7.37%
3 Months
  -54.17%
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:   1.178
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -