UBS Call 445 2FE 20.12.2024
/ DE000UM3PZF7
UBS Call 445 2FE 20.12.2024/ DE000UM3PZF7 /
| 2024-11-11 10:12:25 AM |
Chg.+0.210 |
Bid10:49:34 AM |
Ask10:49:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+38.89% |
0.790
Bid Size: 2,000 |
-
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: |
58.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-2.74 |
| Time value: |
0.71 |
| Break-even: |
452.10 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.29 |
| Theta: |
-0.19 |
| Omega: |
16.96 |
| Rho: |
0.12 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.95% |
| 1 Month |
|
|
-52.53% |
| 3 Months |
|
|
-29.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
0.510 |
| 1M High / 1M Low: |
2.910 |
0.510 |
| 6M High / 6M Low: |
3.310 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.893 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.019 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
309.66% |
| Volatility 6M: |
|
206.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
