UBS Call 360 2FE 20.12.2024
/ CH1322928313
UBS Call 360 2FE 20.12.2024/ CH1322928313 /
2024-06-17 9:09:11 AM |
Chg.+0.190 |
Bid9:25:16 AM |
Ask9:25:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.950EUR |
+3.99% |
5.140 Bid Size: 2,500 |
5.190 Ask Size: 2,500 |
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: |
7.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.08 |
Intrinsic value: |
1.98 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
1.98 |
Time value: |
3.15 |
Break-even: |
411.30 |
Moneyness: |
1.06 |
Premium: |
0.08 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.45 |
Spread %: |
9.62% |
Delta: |
0.66 |
Theta: |
-0.11 |
Omega: |
4.89 |
Rho: |
1.03 |
Quote data
Open: |
4.950 |
High: |
4.950 |
Low: |
4.950 |
Previous Close: |
4.760 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.17% |
1 Month |
|
|
-11.13% |
3 Months |
|
|
-9.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.780 |
4.760 |
1M High / 1M Low: |
5.780 |
4.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.027 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |