UBS Call 360 2FE 20.12.2024
/ CH1322928313
UBS Call 360 2FE 20.12.2024/ CH1322928313 /
| 26/09/2024 12:04:11 |
Chg.+0.560 |
Bid12:24:59 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.870EUR |
+7.66% |
7.860
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
360.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.87 |
| Intrinsic value: |
6.43 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
6.43 |
| Time value: |
1.01 |
| Break-even: |
434.40 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-0.14 |
| Omega: |
4.80 |
| Rho: |
0.66 |
Quote data
| Open: |
7.830 |
| High: |
7.930 |
| Low: |
7.830 |
| Previous Close: |
7.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.42% |
| 1 Month |
|
|
-2.60% |
| 3 Months |
|
|
+51.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.730 |
7.130 |
| 1M High / 1M Low: |
9.570 |
6.330 |
| 6M High / 6M Low: |
9.570 |
4.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.983 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.795 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.71% |
| Volatility 6M: |
|
109.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
