UBS Call 360 2FE 20.12.2024
/ CH1322928313
UBS Call 360 2FE 20.12.2024/ CH1322928313 /
| 2024-05-24 7:31:10 PM |
Chg.-0.050 |
Bid7:57:48 PM |
Ask7:57:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.160EUR |
-0.96% |
5.130
Bid Size: 750 |
5.280
Ask Size: 750 |
FERRARI N.V. |
360.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM1669 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.72 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
2.61 |
| Time value: |
2.63 |
| Break-even: |
412.40 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
2.95% |
| Delta: |
0.70 |
| Theta: |
-0.09 |
| Omega: |
5.15 |
| Rho: |
1.25 |
Quote data
| Open: |
5.030 |
| High: |
5.320 |
| Low: |
5.030 |
| Previous Close: |
5.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.36% |
| 1 Month |
|
|
-7.86% |
| 3 Months |
|
|
-3.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.250 |
5.160 |
| 1M High / 1M Low: |
5.800 |
4.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
