UBS Call 360 2FE 20.12.2024
/ CH1322928313
UBS Call 360 2FE 20.12.2024/ CH1322928313 /
| 6/24/2024 7:36:29 PM |
Chg.+0.300 |
Bid7:53:12 PM |
Ask7:53:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.500EUR |
+5.77% |
5.470
Bid Size: 750 |
5.620
Ask Size: 750 |
FERRARI N.V. |
360.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.36 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
2.49 |
| Time value: |
2.82 |
| Break-even: |
413.10 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
2.91% |
| Delta: |
0.68 |
| Theta: |
-0.11 |
| Omega: |
4.94 |
| Rho: |
1.03 |
Quote data
| Open: |
5.500 |
| High: |
5.660 |
| Low: |
5.470 |
| Previous Close: |
5.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.36% |
| 1 Month |
|
|
+6.59% |
| 3 Months |
|
|
-13.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.420 |
5.030 |
| 1M High / 1M Low: |
5.780 |
4.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
